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st: RE: Problem with "ereturn post" command


From   Kit Baum <baum@bc.edu>
To   statalist@hsphsun2.harvard.edu
Subject   st: RE: Problem with "ereturn post" command
Date   Fri, 5 Feb 2010 13:04:32 -0500

<>
Valérie said

. scalar d = det(V1)

. scalar samed=det(SameV1)

. mat t = inv(SameV1)

. scalar list
     samed = -2.924e-63
         d = -2.924e-63

. eret post Sameb1 SameV1
Warning:  variance matrix is nonsymmetric or highly singular


Well, VCEs are supposed to be positive definite matrices. PD mat have positive determinants that are not too close to zero.
If Stata's best guess about this matrix is that its determinant is a negative number very close to zero, the error message is well warranted. The problem is not with 'ereturn post'; it is with what you are trying to tell Stata is a valid VCE.

Kit Baum   |   Boston College Economics & DIW Berlin   |   http://ideas.repec.org/e/pba1.html
                              An Introduction to Stata Programming  |   http://www.stata-press.com/books/isp.html
   An Introduction to Modern Econometrics Using Stata  |   http://www.stata-press.com/books/imeus.html


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