Extract Stata estimates to use in R
Before you flame me, the reason I am using Stata is that I didn't get a response to my query below, so I have my cluster robust covariance matrix in Stata [one line of code], but now I need to take all those parameter estimates and put them back in R so I can simulate properly. Anyone done this before? The Stata documentation is too esoteric for me... http://www.stata.com/help.cgi?ereturn Save coefficient vector and variance-covariance matrix: ereturn post [b [V [C]]] [, depname(string) obs(#) dof(#) esample(varname) properties(string) ] Brr??
-----Original Message----- From: bearmarketsrule at inbox.com Sent: Fri, 8 May 2009 09:48:19 -0800 To: r-help at r-project.org Subject: Probit cluster-robust standard errors If I wanted to fit a logit model and account for clustering of observations, I would do something like: library(Design) f <- lrm(Y1 ~ X1 + X2, x=TRUE, y=TRUE, data=d) g <- robcov(f, d$st.year) What would I do if I wanted to do the same thing with a probit model? ?robcov says the input model must come from the Design package, but the Design package appears not to do probit? Thanks very much!
____________________________________________________________ FREE 3D MARINE AQUARIUM SCREENSAVER - Watch dolphins, sharks & orcas on your desktop! Check it out at http://www.inbox.com/marineaquarium
____________________________________________________________ FREE 3D MARINE AQUARIUM SCREENSAVER - Watch dolphins, sharks & orcas on your desktop! Check it out at http://www.inbox.com/marineaquarium