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


From   "Monuteaux, Michael" <Michael.Monuteaux@childrens.harvard.edu>
To   "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu>
Subject   RE: st: deriving the variance-covariance matrix from point estimates and standard errors
Date   Thu, 23 Jun 2011 12:01:14 -0400

Thanks for responding.  The data are from the NEISS-AIP survey, which is a nationally representative survey of injuries that were treated in U.S. emergency departments.  The data are publically available through the CDC's website.  For a given type of injury in a given demographic (eg, males), the website provides the estimated national number of injuries, the standard error of this estimate, and the number of survey cases that the estimate was based on. 

-----Original Message-----
From: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Austin Nichols
Sent: Thursday, June 23, 2011 11:09 AM
To: statalist@hsphsun2.harvard.edu
Subject: Re: st: deriving the variance-covariance matrix from point estimates and standard errors

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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