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Re: st: variance-covariance estimates for mprobit


From   Maarten buis <maartenbuis@yahoo.co.uk>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: variance-covariance estimates for mprobit
Date   Tue, 17 Oct 2006 22:13:24 +0100 (BST)

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 <stevengun321123@hotmail.com> 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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