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st: obtaining bootstrapped variance covariance matrix using version 6


From   kalenkos@ohio.edu
To   statalist@hsphsun2.harvard.edu
Subject   st: obtaining bootstrapped variance covariance matrix using version 6
Date   Sun, 20 Jun 2004 17:08:33 -0400

Hi. I am using the bstrap command in version 6 to obtain bootstrapped standard errors. However, I wish to obtain the entire bootstrapped variance covariance matrix. After the bstrap command I typed matrix V = e(V) and then matrix list V, but the matrix I get does not appear to be the correct one (the square root of the variances in this matrix do not give me the bootstrapped standard errors). I'd appreciate any advice on this. Thank you!


Charlene M. Kalenkoski, Ph.D.
Ohio University
Department of Economics
Bentley Annex 351
Athens, OH 45701

Phone: (740) 593-2022
Fax: (740) 593-0181
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