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


From   Maarten Buis <maartenlbuis@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: Re: st: get covariance and variance matrix after mvprobit
Date   Fri, 8 Jul 2011 17:36:56 +0200

On Fri, Jul 8, 2011 at 4:57 PM, Zhi Su wrote:
> 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.

Imagine you are someone willing to answer questions on statalist. Than
you'll see that the information you just gave is crucial in order to
give you the answer you are looking for. It may seem to you that some
of the people answering questions on the statalist have super-natural
powers, but mind-reading is not one of them (at least in my case). So
not only is just ignoring an answer and just repeat the same question
again rude towards the person that invested his/her time into
answering you, it is also unlikely to be an efficient way of getting
the answer you are looking for.

Instead you could have asked something like: "I asked this question
before, and I got the following answer <link>. Now I want to use that
advise to create a matrix, and doing this does not seem convenient. Is
there an easier way?" Now you avoid being rude and you give more
information that can help us help you.

-- Maarten

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


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