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Re: Re: st: get covariance and variance matrix after mvprobit


From   Zhi Su <[email protected]>
To   statalist <[email protected]>
Subject   Re: Re: st: get covariance and variance matrix after mvprobit
Date   Fri, 8 Jul 2011 10:57:56 -0400

Dear Maarten,

  Thanks for the answer. I did ask the same question two months ago
and refered to your paper. And I used _b[atrhoij:_cons] to calculate
rhoij. But using athrho to calculate rho could be tediously long when
mvprobit is involved with more than 4 equations. So I ask the question
again to see whether there is an easier way to get the variance and
covariance matrix at once. I think the e(rhoij) make things easier,
even though I do not directly get the whole matrix and still need to
use e(rhoij) to build the matrix.
  Su


Date: Thu, 7 Jul 2011 18:33:47 +0200
From: Maarten Buis <[email protected]>
Subject: Re: st: get covariance and variance matrix after mvprobit

- --- 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?

- --- On Thu, Jul 7, 2011 at 3:16 PM, Maarten Buis wrote:
> 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).

Moreover, less than two months ago you asked exactly the same question
and you received an answer:
<http://www.stata.com/statalist/archive/2011-05/msg01065.html>

I am somewhat annoyed by this.

- -- Maarten

- --------------------------
Maarten L. Buis
Institut fuer Soziologie
Universitaet Tuebingen
Wilhelmstrasse 36
72074 Tuebingen
Germany


http://www.maartenbuis.nl
- --------------------------


-- 
Zhi Su
348 Holmes Hall
Northeastern University
360 Huntington Avenue
Boston, MA 02115
Office:1-617-373-2316
email:[email protected]
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