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st: RE: RE: clad post-estimation question

From   "Nick Cox" <>
To   <>
Subject   st: RE: RE: clad post-estimation question
Date   Thu, 6 Nov 2008 10:48:37 -0000

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

-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. 


Martin Weiss [expletive deleted] 

Look at -eret li- after estimation and ask yourself: Can this really
from -clad-? [...] The results saved there are from the last replication
call to -qreg- as evident from e(cmdline). Specify the -saving- option
-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?

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