Hi,
I am trying to manipulate a gls regression model output to adjust for use of
two-stage least squares. Basically, I want to estimate a model, then feed in
a new set of residuals, then re-calculate all of the model output (i.e. the
standard errors of the estimators, etc.). I have found some documentation on
doing this in stata, which is below:
http://www.stata.com/help.cgi?ereturn
I am wondering whether there is a function like this ereturn() (see
http://www.stata.com/help.cgi?ereturn) in R, and whether this might allow me
to achieve something similar.
Thanks so much!
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