Bookmark and Share

Notice: On March 31, it was announced that Statalist is moving from an email list to a forum. The old list will shut down on April 23, and its replacement, is already up and running.

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

Re: st: correct VCmatrix of festimates

From   Stas Kolenikov <>
Subject   Re: st: correct VCmatrix of festimates
Date   Sat, 6 Mar 2010 09:46:56 -0600

On Sat, Mar 6, 2010 at 9:34 AM, Fabio Zona <> wrote:

> dear statalists
> i have a cross-section dataset (1 year) of dyadic data; how can I get a
> correct variance-covariance matrix of estimates?
> I organize data in a matrix; I should cluster for both row and column
>  simultaneously.....
> eg.: (for firms a, b and c, number 1 indicate if the two firms have
> something in common):
>  a  b  c
> a    1  0
> b 1     1
> c 0  1

With dyadic data, you often want to have separate source and destination
random effects, and you would then estimate a big likelihood model with
everything wrapped in it. Keyword search (-findit dyadic-) brings up some
spatial modeling packages. I also vaguely remember Kit Baum did some work
with international trade data that was also dyadic in its nature.

Stas Kolenikov, also found at
Small print: I use this email account for mailing lists only.

*   For searches and help try:

© Copyright 1996–2015 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   Site index