Hoetker, Glenn
>
> I need to place the covariance matrix of my RHS variables
> into a matrix
> for further manipulation.
>
>
> Many thanks for any hints. I've looked through the help and manuals
> repeatedly, but I still feel like I'm missing something obvious.
>
. findit covariance matrix
Selected results:
FAQ . . . . . . . . . . . . . . . . . . . Obtaining the
correlation matrix
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
W. Gould
12/99 How can I obtain the correlation matrix as a Stata
matrix?
http://www.stata.com/support/faqs/stat/rho.html
STB-56 dm79 . . . . . . . . . . . . . . . . . . Yet more new matrix
commands
(help matcorr, matewmf, matvsort, svmat2 if installed) . . .
N. J. Cox
7/00 pp.4--8; STB Reprints Vol 10, pp.17--23
commands to produce a correlation matrix, elementwise monadic
function of another matrix, selected subsets of matrix rows
and columns, vec or vech of a matrix, elements sorted within
a vector, matrix from a vector, and commands to save matrices
corrmat from http://www.stata.com/users/sdriver
corrmat. Create and save correlation or covariance matrices. /
Program
by Shannon Driver, StataCorp <sdriver@stata.com>. / Creates a
correlation
matrix, covariance matrix, or both and optionally / saves them in
the
return list and/or matrix dir.
Nick
n.j.cox@durham.ac.uk
*
* For searches and help try:
* http://www.stata.com/support/faqs/res/findit.html
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/