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st: AW: implementation of variance formula


From   "Martin Weiss" <martin.weiss1@gmx.de>
To   <statalist@hsphsun2.harvard.edu>
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
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HTH
Martin


-----Ursprüngliche Nachricht-----
Von: owner-statalist@hsphsun2.harvard.edu
[mailto:owner-statalist@hsphsun2.harvard.edu] Im Auftrag von Inna Becher
Gesendet: Dienstag, 10. März 2009 12:07
An: statalist@hsphsun2.harvard.edu
Betreff: st: implementation of variance formula

Dear statalisters,

I have to implement a formula of the variance of modified 
horvitz-thompson-estimator. 
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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