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Re: st: std error covariances between equations

From (Roberto G. Gutierrez, StataCorp.)
Subject   Re: st: std error covariances between equations
Date   Tue, 17 Sep 2002 09:58:42 -0500

Continuing the thread, Alan Feiveson <> 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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