R help - May 2007 - How to get the "Naive SE" of coefficients from the zelig output

Dear R-user:

After the fitting the Tobit model using zelig, if I use the following command
then I can get the regression coefficents:

beta=coefficients(il6.out)
> beta
(Intercept)      apache 
     4.7826      0.9655 

How may I extract the "Naive SE" from the following output please?
> summary(il6w.out)
Call:
zelig(formula = il6.data$il6 ~ il6.data$apache, model = "tobit", 
    data = il6.data, robust = TRUE, cluster = "il6.data$subject", 
    weights = il6.data$w)
                Value Std. Err (Naive SE)     z         p
(Intercept)     4.572  0.12421    0.27946  36.8 1.44e-296
il6.data$apache 0.983  0.00189    0.00494 519.4  0.00e+00
Log(scale)      2.731  0.00660    0.00477 414.0  0.00e+00
Scale= 15.3 
Gaussian distribution
Loglik(model)= -97576   Loglik(intercept only)= -108964
        Chisq= 22777 on 1 degrees of freedom, p= 0 
(Loglikelihood assumes independent observations)
Number of Newton-Raphson Iterations: 6 
n=5820 (1180 observations deleted due to missingness)

I would appreciate if any help you could provide please. Thank you. 

Sattar


 
____________________________________________________________________________________



	[[alternative HTML version deleted]]

Dear Abdus,

Can you try:  summary(il6w.out)$table[,"(Naive SE)"]

If you want to know more details of where that's coming from, run the
following command in your R prompt
and have a look at the outputted code
> survival:::summary.survreg

You might also consider subscribing at the zelig mailing list (
http://lists.gking.harvard.edu/?info=zelig) for
any Zelig related question

btw, in zelig(), there is no need to use

formula = il6.data$il6 ~ il6.data$apache

You can just use:
formula = il6 ~ apache

Best,
Ferdi

On 5/25/07, Abdus Sattar <upsattar@yahoo.com>
wrote:
>
> Dear R-user:
>
> After the fitting the Tobit model using zelig, if I use the following
> command then I can get the regression coefficents:
>
> beta=coefficients(il6.out)
> > beta
> (Intercept)      apache
>      4.7826      0.9655
>
> How may I extract the "Naive SE" from the following output
please?
>
> > summary(il6w.out)
> Call:
> zelig(formula = il6.data$il6 ~ il6.data$apache, model = "tobit",
>     data = il6.data, robust = TRUE, cluster = "il6.data$subject",
>     weights = il6.data$w)
>                 Value Std. Err (Naive SE)     z         p
> (Intercept)     4.572  0.12421    0.27946  36.8 1.44e-296
> il6.data$apache 0.983  0.00189    0.00494 519.4  0.00e+00
> Log(scale)      2.731  0.00660    0.00477 414.0  0.00e+00
> Scale= 15.3
> Gaussian distribution
> Loglik(model)= -97576   Loglik(intercept only)= -108964
>         Chisq= 22777 on 1 degrees of freedom, p= 0
> (Loglikelihood assumes independent observations)
> Number of Newton-Raphson Iterations: 6
> n=5820 (1180 observations deleted due to missingness)
>
> I would appreciate if any help you could provide please. Thank you.
>
> Sattar
>
>
>
>
>
____________________________________________________________________________________
>
>
>
>         [[alternative HTML version deleted]]
>
> ______________________________________________
> R-help@stat.math.ethz.ch 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.
>
	[[alternative HTML version deleted]]