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From |
"Martin Weiss" <martin.weiss1@gmx.de> |

To |
<statalist@hsphsun2.harvard.edu> |

Subject |
st: RE: RE: RE: clad post-estimation question |

Date |
Thu, 6 Nov 2008 11:55:34 +0100 |

"In this case, it is not reasonable to suggest that the authors of a Stata 5 program should have made use of commands or concepts not then introduced." Maybe the authors benefit from my discussion of their contribution and edit their -program- accordingly. The current situation is confusing, and it took me some time and a longer session of -viewsource- to figure out the behavior reported by "New User". HTH Martin -----Original Message----- From: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Nick Cox Sent: Thursday, November 06, 2008 11:49 AM To: statalist@hsphsun2.harvard.edu Subject: st: RE: RE: clad post-estimation question As Martin separately indicated, this program was published in STB-58 -- in 2000 for Stata 5. As a reminder, all users -- new or not -- are asked in the FAQ to make clear where user-written programs they refer to come from. Otherwise quite what they are asking will be unclear to many and they reduce the chance of a reply that is prompt, clear, complete and correct. In this case, it is not reasonable to suggest that the authors of a Stata 5 program should have made use of commands or concepts not then introduced. -clad- was written for Stata 5 but evidently will work smoothly with later versions of Stata 5. The heavy lifting is all done by Stata's own -qreg- which is now eclass. Thus any stuff shown by -eret li- is returned not by -clad-, but by -qreg-. Users can use . viewsource clad.ado to see what is going on. Nick n.j.cox@durham.ac.uk Martin Weiss [expletive deleted] Look at -eret li- after estimation and ask yourself: Can this really come from -clad-? [...] 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-. New User/Bill 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? * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/ * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

**Follow-Ups**:**st: RE: RE: RE: RE: clad post-estimation question***From:*"Nick Cox" <n.j.cox@durham.ac.uk>

**References**:**st: clad post-estimation question***From:*"New User" <xuehom@gmail.com>

**st: RE: clad post-estimation question***From:*"Martin Weiss" <martin.weiss1@gmx.de>

**st: RE: RE: clad post-estimation question***From:*"Nick Cox" <n.j.cox@durham.ac.uk>

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