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Re: st: how to get standard errors from VC
> Can I do it in one line without going into loops and cyles?
An extremely neat solution was posted already, but I personally would not
mind running this in a cycle. It won't take much longer, but the code is
going to be far more transparent. If you revisit it a year from now, you
would have to recall what exactly Cholesky decomposition is, and why you
wanted to use it this way here :).
> More generally, how can I present the results in the form similar to the
> Stata: means, std. errors, t-statistics and conf. intervals?
You would need to master the basic programming with -program- command, and
then you can write your estimators with -ereturn post-. Then Stata will
format the output for you with -estimates replay- or -ereturn display-,
whatever is handier. (May be you won't really need any -program-ming for
that to work out, but you should think in big blocks and repeating your
estimation routine in different circumstances, and may be by different
people, and thus writing your own ado-file once will save you from a lot
of trouble of repeating small steps later).
--- Stas Kolenikov
-- Ph.D. student in Statistics at UNC-Chapel Hill
- http://www.komkon.org/~tacik/ -- Stas.Kolenikov@unc.edu
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