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st: Re: var-cov matrix-SVD


From   "Michael Blasnik" <[email protected]>
To   <[email protected]>
Subject   st: Re: var-cov matrix-SVD
Date   Tue, 6 Jan 2004 13:08:08 -0500

I guess you had no luck in either step because you didn't bother to use the
help system:

-search singular value decomposition- points you toward the mat svd command

-search variance covariance matrix - returns many items and right near the
top a FAQ shows what you need.

Please check the help system in the future before asking the list.  Here's a
one-time free pass:

regress y x1 x2 x3
mat vcv=e(V)
mat list vcv
mat svd u w v = vcv
mat list u
mat list w
mat list v

Michael Blasnik
[email protected]

----- Original Message ----- 
From: "Michael A Massoglia" <[email protected]>
To: <[email protected]>
Sent: Tuesday, January 06, 2004 12:55 PM
Subject: st: var-cov matrix-SVD


> I need to produce the variance-covariance matrix for a set of regression
> parameters, and then do singular value decomposition on the matrix.
>
> Is that possible in stata?  I have had no luck, with either step, and
would
> be most appreciate of an simple example.
> Thank you


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