On Thu, Jul 7, 2011 at 3:01 PM, Zhi Su wrote:
> Do anyone know how to get the covariance and variance matrix for the
> error terms of the equation after mvprobit? For example, is it
> contained in e() function?
The answer to this question is well documented in the helpfile of
-mvprobit-. It gives a list of results that are returned by
-mvprobit-, one of these is e(rhoji).
-- Maarten
--------------------------
Maarten L. Buis
Institut fuer Soziologie
Universitaet Tuebingen
Wilhelmstrasse 36
72074 Tuebingen
Germany
http://www.maartenbuis.nl
--------------------------
*
* 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/
