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st: variance-covariance matrix for fixed effects


From   Mesfin A <mesfina26@yahoo.com>
To   "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu>
Subject   st: variance-covariance matrix for fixed effects
Date   Tue, 2 Aug 2011 12:47:43 -0700 (PDT)

Dear Stata Listers,

I'm wondering if there is a way to compute and display the variance-covariance 

matrix for the fixed effects in the simple panel data model .

Yit=X’β + αi+εit

estimated either as fixed effects effects or random effects.

I know that we can obtain the var-cov matrix for the regressors but I would 
appreciate if anybody can give me an idea as to how to obtain the var-cov
matrix for the αi's.

Thank you.

Mesfin A

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