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st: RE: clad post-estimation question

From   "Martin Weiss" <>
To   <>
Subject   st: RE: clad post-estimation question
Date   Wed, 5 Nov 2008 23:00:20 +0100

Look at -eret li- after estimation and ask yourself: Can this really come
from -clad-? Hell no: The results saved there are from the last replication
call to -qreg- as evident from e(cmdline). Specify the -saving- option to
-clad-, let it run, type -eret li- and then -use- the file specified in
-saving-, -list in l- and you see the result that still resides in e(b) and
e(V). It makes me think the authors should have thrown in something like
-eret clear-.


-----Original Message-----
[] On Behalf Of New User
Sent: Wednesday, November 05, 2008 10:46 PM
Subject: st: clad post-estimation question

Hello all,

I used clad command for the censored least absolute deviation
estimation. After I ran clad, I intended to get coefficient and
std.error estimates using e(b) and e(V). What surprised me was that
the estimates in the report table and the values retrieved by e(V)
were hugely different. Has any one ever met such problem?


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