[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

st: covariance matrix for residuals

From   Dragutin Culinovic <>
To   STATA List <>
Subject   st: covariance matrix for residuals
Date   Tue, 07 Aug 2007 11:39:51 +0200

I have few reduced form equations:
How can I get covariance matrix (3x3) of resiudals u1,u2,u3?
I can do this by computing new variables form regression coeficients, but I supose that there is smarter way in Stata to do this.
* For searches and help try:

© Copyright 1996–2017 StataCorp LLC   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index