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


From   fabio.zona@unibocconi.it
To   statalist@hsphsun2.harvard.edu
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!
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