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st: AW: Var Cov matrix of estimates dyad


From   "Martin Weiss" <martin.weiss1@gmx.de>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: AW: Var Cov matrix of estimates dyad
Date   Tue, 9 Mar 2010 14:36:48 +0100

<> 

" No-one can answer no this????"


You may well draw this conclusion, now that you have sent this post in various guises... Mind the FAQ on this point...



HTH
Martin


-----Ursprüngliche Nachricht-----
Von: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu] Im Auftrag von Fabio Zona
Gesendet: Dienstag, 9. März 2010 14:34
An: statalist@hsphsun2.harvard.edu
Betreff: st: Var Cov matrix of estimates dyad

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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