Hi, I am trying to manipulate a gls regression model output to adjust for use of two-stage least squares. Basically, I want to estimate a model, then feed in a new set of residuals, then re-calculate all of the model output (i.e. the standard errors of the estimators, etc.). I have found some documentation on doing this in stata, which is below: http://www.stata.com/help.cgi?ereturn
I am wondering whether there is a function like this ereturn() (see http://www.stata.com/help.cgi?ereturn) in R, and whether this might allow me to achieve something similar. Thanks so much! [[alternative HTML version deleted]] ______________________________________________ R-help@r-project.org 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.
