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Re: 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   Re: st: Help: how to manually calculate the standard error of coefficient estimates in logit regression
Date   Tue, 15 May 2007 21:01:27 +0100 (BST)

--- Enya He <EnyaHe@unt.edu> wrote:
> I guess I did not make it clear when I asked the question.  I was
> trying to figure out the algorithms to manually derive the standard
> error for the coefficient estimates.  In other words, what are the
> steps to calculate the standard errors and how to execute them in
> Stata? 

That would require the calculation of the inverse of the matrix of
second derivatives of the likelihood function with respect to the
parameters. Why do you want to do this? (Maybe we can come up with an
easier way of achieving what you want to do)

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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