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st: Help: how to manually calculate the standard error of coefficient estimates in logit regression


From   Maarten buis <maartenbuis@yahoo.co.uk>
To   statalist@hsphsun2.harvard.edu
Subject   st: Help: how to manually calculate the standard error of coefficient estimates in logit regression
Date   Tue, 15 May 2007 18:00:56 +0100 (BST)

--- "Enya He" wrote:
> Does anyone knows how to manually calculate the standard error of 
> coefficient estimates under the logit model?  In other words, how to
> use matrix language to manually compute the standard error in Stata?

Is this what you are looking for?
*-------------- begin example ----------
sysuse auto
logit foreign price mpg
matrix V = e(V)
matrix se = vecdiag(cholesky(diag(vecdiag(V))))
matrix list se
*--------------- end example -------------
(For more on how to use examples I sent to the Statalist, see:
http://home.fsw.vu.nl/m.buis/stata/exampleFAQ.html )

Hope this helps,
Maarten

-----------------------------------------
Maarten L. Buis
Department of Social Research Methodology
Vrije Universiteit Amsterdam
Boelelaan 1081
1081 HV Amsterdam
The Netherlands

visiting address:
Buitenveldertselaan 3 (Metropolitan), room Z434

+31 20 5986715

http://home.fsw.vu.nl/m.buis/
-----------------------------------------


	
	
		
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