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i6w
2007 May 26
1
How to get the "Naive SE" of coefficients from the zelig output
...fter 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 1.4...