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, statalist.org is already up and running.


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

RE: st: standard error of variance covarance


From   "Martin Weiss" <martin.weiss1@gmx.de>
To   <statalist@hsphsun2.harvard.edu>
Subject   RE: st: standard error of variance covarance
Date   Sat, 10 Jul 2010 22:06:31 +0200

<>

-mata- will do this easily:

***********
sysuse auto, clear
reg price weight foreign trunk

mata: mata clear
putmata price weight foreign trunk

mata: vectorSE=sqrt(diagonal(st_matrix("e(V)")))
mata: vectorSE
***********


HTH
Martin

-----Original Message-----
From: owner-statalist@hsphsun2.harvard.edu
[mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of sun samn
Sent: Samstag, 10. Juli 2010 22:03
To: statalist@hsphsun2.harvard.edu
Subject: RE: st: standard error of variance covarance





If you have the covariance matrix like, A, use "colshape(A,1)" to change it
into a column vector, like B, then try to get the stand error of B. 






----------------------------------------
> Date: Sat, 10 Jul 2010 08:35:56 +0100
> From: xtz20@cam.ac.uk
> To: statalist@hsphsun2.harvard.edu
> Subject: 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:
>
>>
>>
>>
>>
>>do you mean the variance-covariance matrix?
>>
>>
>>
>>
>>
>>----------------------------------------
>>> 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!
>>>
>>> *
>>> * For searches and help try:
>>> * http://www.stata.com/help.cgi?search
>>> * http://www.stata.com/support/statalist/faq
>>> * http://www.ats.ucla.edu/stat/stata/
>>
>>_________________________________________________________________
>>Hotmail: Free, trusted and rich email service.
>>https://signup.live.com/signup.aspx?id=60969
>>*
>>* For searches and help try:
>>* http://www.stata.com/help.cgi?search
>>* http://www.stata.com/support/statalist/faq
>>* http://www.ats.ucla.edu/stat/stata/
>>
>
> *
> * For searches and help try:
> * http://www.stata.com/help.cgi?search
> * http://www.stata.com/support/statalist/faq
> * http://www.ats.ucla.edu/stat/stata/
 		 	   		  
_________________________________________________________________
Hotmail: Powerful Free email with security by Microsoft.
https://signup.live.com/signup.aspx?id=60969
*
*   For searches and help try:
*   http://www.stata.com/help.cgi?search
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/

*
*   For searches and help try:
*   http://www.stata.com/help.cgi?search
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/


© Copyright 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   Site index