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Re: st: std error covariances between equations
Continuing the thread, Alan Feiveson <email@example.com> adds:
> Kit - Oops! I am guilty of not reading the manual. I was unaware of the
> -stddp- command. Thanks, Kit for pointing it out. As you say, it should be a
> relatively simple manner to get the cross-covariance terms from the variance
> of the difference. But I still question of what use the variance of a
> difference between two equations really is. In many applications, the
> quantities estmated by separate equations are not comparable (different
> units, discrete-continuous, etc). Wouldn't it be more useful to have a
> direct command to obtqin the cross-covariance? Perhaps we could get a
> response from someone at Stata Corp. on this.
Such a command is very high on our development list, I assure you Alan.
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