[R] Extract Stata estimates to use in R
bearmarketsrule at inbox.com
Sat May 9 05:09:29 CEST 2009
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...
Save coefficient vector and variance-covariance matrix:
ereturn post [b [V [C]]] [, depname(string) obs(#) dof(#) esample(varname) properties(string) ]
> -----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:
> 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!
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