Steve:
the helpfile of -mprobit- states that: "The error terms are assumed to
be independent, standard normal, random variables." So the variance
covariance matrix is a matrix with ones on the diagonal and zeros
everywhere else.
HTH,
Maarten
--- martin battle <[email protected]> wrote:
> I am trying to estimate a three choice dependent variable. I have
> tried to use asmprobit, but it falls to converge, so I have estimated
> a model using mprobit. However, while I can get the
> variance-covariance estimates in asmprobit, I do not know how to get
> them in mprobit. Can I get them in mprobit, and if so how?
-----------------------------------------
Maarten L. Buis
Department of Social Research Methodology
Vrije Universiteit Amsterdam
Boelelaan 1081
1081 HV Amsterdam
The Netherlands
visiting adress:
Buitenveldertselaan 3 (Metropolitan), room Z434
+31 20 5986715
http://home.fsw.vu.nl/m.buis/
-----------------------------------------
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