Also see http://www.stata.com/products/stb/journals/stb58.pdf, page 14-16
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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