Statalist


[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

RE: st: Could Stata give the variance of the parameter estimates?


From   Maarten buis <[email protected]>
To   stata list <[email protected]>
Subject   RE: st: Could Stata give the variance of the parameter estimates?
Date   Tue, 7 Jul 2009 19:53:35 +0000 (GMT)

--- Crystal wrote:
> After the regression, Stata outputs the coefficients of the parameters  
> with standard error. I am wondering if Stata could give the variance  
> of each Coef., instead of SE? How about the covariance of two Coef.?  
> Any command?

The variance covariance matrix is returned in e(V), see
the example below:

*--------- begin example -----------
sysuse auto, clear
reg mpg displacement foreign
matrix list e(V)
*---------- end example ------------

Hope this helps,
Maarten

-----------------------------------------
Maarten L. Buis
Institut fuer Soziologie
Universitaet Tuebingen
Wilhelmstrasse 36
72074 Tuebingen
Germany

http://home.fsw.vu.nl/m.buis/
-----------------------------------------


      

*
*   For searches and help try:
*   http://www.stata.com/help.cgi?search
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/



© Copyright 1996–2024 StataCorp LLC   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index