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Re: st: replace VC matrix in ivreg


From   "Stas Kolenikov" <skolenik@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: replace VC matrix in ivreg
Date   Thu, 30 Oct 2008 08:42:34 -0500

Have you checked out -ivreg2-? In all likelihood you are reinventing the wheel.

On 10/30/08, Sasha Shepotylo <shepotylo@gmail.com> wrote:
> Dear Statalist users,
>
>  I programed calculation of HAC robust VC matrix in Mata and stored it
>  as Stata matrix called A using the following Mata command:
>
>  st_matrix("A", A).
>
>  I would like to keep coefficients computed by ivreg command, replace
>  the variance-covariance matrix computed by ivreg command with my
>  matrix A, and output the result in a standard table with coefficients,
>  standard errors, etc.
>
>  Can you suggest how can I do that?
>
>  Best,
>
>  OS
>  *
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>


-- 
Stas Kolenikov, also found at http://stas.kolenikov.name
Small print: I use this email account for mailing lists only.
*
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