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


From   "Martin Weiss" <martin.weiss1@gmx.de>
To   <statalist@hsphsun2.harvard.edu>
Subject   AW: st: Could Stata give the variance of the parameter estimates?
Date   Tue, 7 Jul 2009 22:43:25 +0200

<> 

You might want to look at Maarten`s http://www.stata-journal.com/article.html?article=st0137



HTH
Martin


-----Ursprüngliche Nachricht-----
Von: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu] Im Auftrag von jjc.li@utoronto.ca
Gesendet: Dienstag, 7. Juli 2009 22:18
An: statalist@hsphsun2.harvard.edu
Betreff: RE: st: Could Stata give the variance of the parameter estimates?

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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>




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