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st: nonlinear LS and robust


From   Kit Baum <baum@bc.edu>
To   statalist@hsphsun2.harvard.edu
Subject   st: nonlinear LS and robust
Date   Mon, 17 May 2004 16:50:10 -0400

Larry Chavis couldn't get _robust to work after nl. The trick is 'leave':

webuse klein,clear
nl log4 consump totinc, leave
tempvar e
mat b = e(b)
mat D= e(V)
predict double `e' if e(sample),r
_robust `e' if e(sample), v(D)
ereturn post b D, depn(`e(depvar)')
ereturn display

without the 'leave' option, _robust can't find the "variable" named b0.

Kit

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