Abdus Sattar
2007-May-26 01:16 UTC
[R] 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$apache 0.983 0.00189 0.00494 519.4 0.00e+00 Log(scale) 2.731 0.00660 0.00477 414.0 0.00e+00 Scale= 15.3 Gaussian distribution Loglik(model)= -97576 Loglik(intercept only)= -108964 Chisq= 22777 on 1 degrees of freedom, p= 0 (Loglikelihood assumes independent observations) Number of Newton-Raphson Iterations: 6 n=5820 (1180 observations deleted due to missingness) I would appreciate if any help you could provide please. Thank you. Sattar ____________________________________________________________________________________ [[alternative HTML version deleted]]
Ferdinand Alimadhi
2007-May-26 02:40 UTC
[R] How to get the "Naive SE" of coefficients from the zelig output
Dear Abdus, Can you try: summary(il6w.out)$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.survregYou 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]]