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, statalist.org is already up and running.


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

st: RE: Var Cov matrix of estimates dyad


From   "Mafalda Sampaio" <mafaldasampaio@fe.unl.pt>
To   <statalist@hsphsun2.harvard.edu>
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: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu] Em nome de Fabio Zona
Enviada: terça-feira, 9 de Março de 2010 14:34
Para: statalist@hsphsun2.harvard.edu
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????

*
*   For searches and help try:
*   http://www.stata.com/help.cgi?search
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/
No virus found in this incoming message.
Checked by AVG - www.avg.com 
Version: 8.5.436 / Virus Database: 271.1.1/2732 - Release Date: 03/09/10 07:33:00


*
*   For searches and help try:
*   http://www.stata.com/help.cgi?search
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/


© Copyright 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   Site index