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Re: st: correlation matrix


From   "Chiara Mussida" <cmussida@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: correlation matrix
Date   Tue, 15 Jul 2008 13:21:17 +0200

Thanks a lot Marteen, it is what I wanted to be absolutely sure about!!

2008/7/15 Maarten buis <maartenbuis@yahoo.co.uk>:
> --- Chiara Mussida <cmussida@gmail.com> 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
>
> http://home.fsw.vu.nl/m.buis/
> -----------------------------------------
>
>
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-- 
Chiara Mussida
PhD candidate
Doctoral school of Economic Policy
Catholic University, piacenza (Italy)
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