Dear R-user:
After 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 1.44e-296
il6.data$apache 0.983 0.00189 0.00494 519.4 0.00e+00
Log(scale) 2.731 0.00660 0.00477 414.0 0.00e+00
Scale= 15.3
Gaussian distribution
Loglik(model)= -97576 Loglik(intercept only)= -108964
Chisq= 22777 on 1 degrees of freedom, p= 0
(Loglikelihood assumes independent observations)
Number of Newton-Raphson Iterations: 6
n=5820 (1180 observations deleted due to missingness)
I would appreciate if any help you could provide please. Thank you.
Sattar
____________________________________________________________________________________
[[alternative HTML version deleted]]
______________________________________________
[email protected] mailing list
https://stat.ethz.ch/mailman/listinfo/r-help
PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.
