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st: Re: heckprob vce command


From   "Marcela Perticara" <mperticara@hotmail.com>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: Re: heckprob vce command
Date   Sun, 28 Jul 2002 23:00:35 -0400

it is for atanh(rho). You can check this taking the square root of the last
element of the diagonal of e(V) and comparing it with the standard errors
reported in the output. Note also that the last row and the last column of
e(V) are named  athrho:_cons.



----- Original Message -----
From: "Bo Cutter" <wcutter@ucla.edu>
To: <statalist@hsphsun2.harvard.edu>
Sent: Sunday, July 28, 2002 9:53 PM
Subject: st: heckprob vce command


In the heckprob command instead of estimating rho (the correlation in the
bivariate normal), the procedure estimates
 atanh(rho).  However, the coefficient for rho and atanh(rho) are reported.
Can anybody tell me if the reported vce matrix is for rho or for atanh(rho)
?

Bo Cutter

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