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: bearmarketsr...@inbox.com > Sent: Fri, 8 May 2009 09:48:19 -0800 > To: r-help@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 ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
