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Re: st: deriving the variance-covariance matrix from point estimates and standard errors


From   Austin Nichols <austinnichols@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: deriving the variance-covariance matrix from point estimates and standard errors
Date   Thu, 23 Jun 2011 11:08:50 -0400

Michael <Michael.Monuteaux@childrens.harvard.edu>:
This is only possible in a few special cases, without access to the
VCE of the original estimates, and the VCE is not typically reported
(if it were, you could just take a submatrix; if not you may have to
contact the original authors).  More detail may help, e.g. are these
regression coefs for two dummies and you want to compute a test
statistic for the sum of their effects?

On Thu, Jun 23, 2011 at 10:13 AM, Monuteaux, Michael
<Michael.Monuteaux@childrens.harvard.edu> wrote:
> Hello everyone,
>
> I have two point estimates and their corresponding standard errors from a survey, and I want to calculate the 2-by-2 variance-covariance matrix.  Is there a way to do this in STATA?  Please note, I do not have the original data, I just have the following info:
> The point estimate (in this case, it's the estimated number of cases who answered "yes" to a particular item in the survey)
> The standard error, and
> The number of records that the estimate was calculated from.
>
> Any help would be appreciated.  Thanks!!
>
> Michael C. Monuteaux, Sc.D.
> Children's Hospital Boston

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