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R: st: standard error of variance covarance


From   "Carlo Lazzaro" <carlo.lazzaro@tiscalinet.it>
To   <statalist@hsphsun2.harvard.edu>
Subject   R: st: standard error of variance covarance
Date   Sat, 10 Jul 2010 14:19:30 +0200

Dear Xiling,
are the square roots of the elements on the diagonal of the variance
covariance matrix the SEs you're looking for?

Kind Regards,
Carlo
-----Messaggio originale-----
Da: owner-statalist@hsphsun2.harvard.edu
[mailto:owner-statalist@hsphsun2.harvard.edu] Per conto di Xiling Zhou
Inviato: sabato 10 luglio 2010 9.36
A: statalist@hsphsun2.harvard.edu
Oggetto: RE: st: standard error of variance covarance

Yes, I do mean that. I'm trying to find standard error for elements of the 
variance-covariance matrix.

On Jul 9 2010, sun samn wrote:

>
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>
>do you mean the variance-covariance matrix? 
>
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>
>
>
>----------------------------------------
>> Date: Fri, 9 Jul 2010 11:39:45 +0100
>> From: xtz20@cam.ac.uk
>> To: statalist@hsphsun2.harvard.edu
>> Subject: st: standard error of variance covarance
>>
>> Dear all, I'm trying to find standard error of variance and covariances
>> (pairwise) of (20) variables. How do I do that? Many thanks!
>>
>> *
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>> * http://www.stata.com/help.cgi?search
>> * http://www.stata.com/support/statalist/faq
>> * http://www.ats.ucla.edu/stat/stata/
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