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$st.year) What would I do if I wanted to do the same thing with a probit model? ?robcov says the input model must come from the Design package, but the Design package appears not to do probit? Thanks very much! ____________________________________________________________ FREE 3D MARINE AQUARIUM SCREENSAVER - Watch dolphins, sharks & orcas on your desktop! Check it out at http://www.inbox.com/marineaquarium
Before you flame me, the reason I am using Stata is that I didn't get a response to my query below, so I have my cluster robust covariance matrix in Stata [one line of code], but now I need to take all those parameter estimates and put them back in R so I can simulate properly. Anyone done this before? The Stata documentation is too esoteric for me... http://www.stata.com/help.cgi?ereturn Save coefficient vector and variance-covariance matrix: ereturn post [b [V [C]]] [, depname(string) obs(#) dof(#) esample(varname) properties(string) ] Brr??> -----Original Message----- > From: bearmarketsrule at inbox.com > Sent: Fri, 8 May 2009 09:48:19 -0800 > To: r-help at r-project.org > Subject: Probit cluster-robust standard errors > > If I wanted to fit a logit model and account for clustering of > observations, I would do something like: > > library(Design) > f <- lrm(Y1 ~ X1 + X2, x=TRUE, y=TRUE, data=d) > g <- robcov(f, d$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
Might as well answer myself in case anyone has this problem again... To save a variance-covariance matrix from Stata as a CSV file that can be read into R, it's something like: regress mpg weight foreign matrix V=e(V) svmat V,names(vvector) outsheet vvector* using vv1.csv, replace> -----Original Message----- > From: bearmarketsrule at inbox.com > Sent: Fri, 8 May 2009 19:09:29 -0800 > To: bearmarketsrule at inbox.com, r-help at r-project.org > Subject: Extract Stata estimates to use in R > > 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: bearmarketsrule at inbox.com >> Sent: Fri, 8 May 2009 09:48:19 -0800 >> To: r-help at 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