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


From   "Martin Weiss" <martin.weiss1@gmx.de>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: RE: "moving" the var-cov matrix of estimates
Date   Tue, 16 Mar 2010 00:24:54 +0100

<>

Maybe take a look at 

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h _est hold
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Apart from this solution, there is always the possibility to store a varcov as -mat A=e(V)- after the regression.

HTH
Martin


-----Original Message-----
From: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of fabio.zona@unibocconi.it
Sent: Montag, 15. März 2010 21:20
To: statalist@hsphsun2.harvard.edu
Subject: st: "moving" the var-cov matrix of estimates

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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