Look at -eret li- after estimation and ask yourself: Can this really come
from -clad-? Hell no: The results saved there are from the last replication
call to -qreg- as evident from e(cmdline). Specify the -saving- option to
-clad-, let it run, type -eret li- and then -use- the file specified in
-saving-, -list in l- and you see the result that still resides in e(b) and
e(V). It makes me think the authors should have thrown in something like
-eret clear-.
HTH
Martin
-----Original Message-----
From: [email protected]
[mailto:[email protected]] On Behalf Of New User
Sent: Wednesday, November 05, 2008 10:46 PM
To: [email protected]
Subject: st: clad post-estimation question
Hello all,
I used clad command for the censored least absolute deviation
estimation. After I ran clad, I intended to get coefficient and
std.error estimates using e(b) and e(V). What surprised me was that
the estimates in the report table and the values retrieved by e(V)
were hugely different. Has any one ever met such problem?
Best,
Bill
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