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From |
Zhi Su <su.zh@husky.neu.edu> |

To |
statalist <statalist@hsphsun2.harvard.edu> |

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 <maartenlbuis@gmail.com> 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: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/

**Follow-Ups**:**Re: Re: st: get covariance and variance matrix after mvprobit***From:*Maarten Buis <maartenlbuis@gmail.com>

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