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


From   jjc.li@utoronto.ca
To   statalist@hsphsun2.harvard.edu
Subject   RE: st: Could Stata give the variance of the parameter estimates?
Date   Tue, 07 Jul 2009 16:18:23 -0400

Thank you all! -matrix list e(v)- doesn't work but -estat vce- works in my version.

There is another question. I am going to use these var and covar to calculate the standard error for other factor (let's say SE(Mij)), according to a given fomular. But how could I tell if the Mij is significant at the 5% level, according to the calculated SE(Mij)?

Thanks!

Crystal

Quoting Maarten buis <maartenbuis@yahoo.co.uk>:


--- 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/
-----------------------------------------




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