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Re: st: correlation matrix

From   Maarten buis <>
Subject   Re: st: correlation matrix
Date   Tue, 15 Jul 2008 12:12:43 +0100 (BST)

--- Chiara Mussida <> wrote:
> the biprobit estimation gives a parameter (rho) accounting for
> correlation between the residuals: is there a way to get additional
> details on this corr, i.e. like a matrix for the corr between the
> residuals of a biprobit? the vce option is only related to the coefs.

That matrix would look like this:

1, rho
rho, 1

The residual variances are constrained to be 1 in order to identify the
model, and the covariance is rho. So that does not add anything new to
what you already knew. 

-- 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

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