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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 -------------------------- * * 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/

**References**:**Re: Re: st: get covariance and variance matrix after mvprobit***From:*Zhi Su <su.zh@husky.neu.edu>

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