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st: Var Cov matrix of estimates dyad


From   Fabio Zona <fabio.zona@unibocconi.it>
To   statalist@hsphsun2.harvard.edu
Subject   st: Var Cov matrix of estimates dyad
Date   Tue, 9 Mar 2010 14:34:02 +0100 (CET)

Sorry..

Is there someone here that can suggest how to get a correct variance covariance matrix of estimates when dealing with dyadic data?????? (155x155 dyads)
No-one can answer no this????

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