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


From   Tom Trikalinos <ttrikalin@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: "moving" the var-cov matrix of estimates
Date   Tue, 16 Mar 2010 20:13:33 -0400

mat covA = e(V)

On Mon, Mar 15, 2010 at 4:20 PM,  <fabio.zona@unibocconi.it> wrote:
> 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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