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 at the end of May, and its replacement, statalist.org is already up and running.


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

st: how to get variance-covariance matrix after mvprobit


From   Zhi Su <su.zh@husky.neu.edu>
To   statalist <statalist@hsphsun2.harvard.edu>
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
Office:1-617-373-2316
email:su.zh@husky.neu.edu

*
*   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