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st: AW: implementation of variance formula

From   "Martin Weiss" <>
To   <>
Subject   st: AW: implementation of variance formula
Date   Tue, 10 Mar 2009 13:31:13 +0100

The most prominent one is probably the one of the OLS estimator "V =
s^2*(X'X)^(-1)" which you can see in Mata action in 

help m1_interactive


-----Ursprüngliche Nachricht-----
[] Im Auftrag von Inna Becher
Gesendet: Dienstag, 10. März 2009 12:07
Betreff: st: implementation of variance formula

Dear statalisters,

I have to implement a formula of the variance of modified 
My dataset is very large, so I cannot produce a lot of new variables in
order to do that. 
Should I use mata? Are there any examples of implementing variance 
formulas in stata?
Thank you.

Inna Becher

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