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st: how to get variance-covariance matrix after mvprobit

From   Zhi Su <>
To   statalist <>
Subject   st: how to get variance-covariance matrix after mvprobit
Date   Fri, 20 May 2011 09:58:36 -0400

In the reference of mvprobit, it says
*εim , m = 1, ..., M, are error terms distributed as multivariate
normal, each with a mean of zero, and variance-covariance matrix V,
where V has values of 1on the leading diagonal and correlations ρjk =
ρkj as off-diagonal elements
Now I construct the variance and covariance by copy and past the
values of rho_ij from mvprobit results, and make them a matrix. The
manually constructed matrix is only an approximation of the true
variance-covariance matrix.
Is there a way to get the full estimated variance-covariance matrix
from programming?
Thank you!

Zhi Su
348 Holmes Hall
Northeastern University
360 Huntington Avenue
Boston, MA 02115

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