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Re: st: AW: Var Cov matrix of estimates dyad


From   Austin Nichols <austinnichols@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: AW: Var Cov matrix of estimates dyad
Date   Tue, 9 Mar 2010 10:45:26 -0500

Martin Weiss <martin.weiss1@gmx.de> :

Except for the fact that the first request was answered almost
immediately by an author of the relevant program:
http://www.stata.com/statalist/archive/2010-03/msg00417.html
and, of course, the reality that a better question often elicits a
better answer.

On Tue, Mar 9, 2010 at 8:36 AM, Martin Weiss <martin.weiss1@gmx.de> wrote:
>
> You may well draw this conclusion, now that you have sent this post in various guises... Mind the FAQ on this point...
>
> -----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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