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, is already up and running.

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

st: "moving" the var-cov matrix of estimates

Subject   st: "moving" the var-cov matrix of estimates
Date   Mon, 15 Mar 2010 21:20:14 +0100 (CET)

Dear all,

I estimated a var-cov matrix of estimates after a regression (named regression "A").

I would like to store (save) the var-cov matrix of estimates and re-call it and to use it after that a different regression (named regression "B", with the same predictors) has been estimated:    this is because regression B suffers from autocorrelation. Hence, I have to estimate the var-cov matrix eslewhere (in regression "A") and move it after regression "B" (to continue with my analyses).

Do you know I can I do it?
Which is the procedure? I read the ereturn post but I was not able to understand  clearly how to do it....

Thanks a lot!
*   For searches and help try:

© Copyright 1996–2016 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   Site index