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st: RE: Var Cov matrix of estimates dyad


From   "Mafalda Sampaio" <[email protected]>
To   <[email protected]>
Subject   st: RE: Var Cov matrix of estimates dyad
Date   Tue, 9 Mar 2010 21:06:41 +0100

Hi,

You can try to look at Fafchamps and Gubert (2007) paper. I'm also working with dyadic data and this was the best approach I found so far to deal with the covariance matrix.

Mafalda Sampaio

-----Mensagem original-----
De: [email protected] [mailto:[email protected]] Em nome de Fabio Zona
Enviada: terça-feira, 9 de Março de 2010 14:34
Para: [email protected]
Assunto: 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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