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st: RE: Problem with "ereturn post" command

From   Kit Baum <>
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   |
                              An Introduction to Stata Programming  |
   An Introduction to Modern Econometrics Using Stata  |

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