Bookmark and Share

Notice: On March 31, it was announced that Statalist is moving from an email list to a forum. The old list will shut down on April 23, and its replacement, is already up and running.

[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

st: variance and covariance in estimation using cmp

From   Zhi Su <>
To   statalist <>
Subject   st: variance and covariance in estimation using cmp
Date   Fri, 26 Aug 2011 15:56:37 -0400

Dear Statalists,
I want to use command "cmp" to simultineously estimate four equations
that two are probit models and two are linear models. It is assumed
that the errors share a multivariate normal distribution. Do "cmp"
save the variance-covariance matrix in any e( )?
Or does it works like "mvprobit" that save the estimate of correlation
ji in the variance-covariance matrix of cross-equation error terms in

Zhi Su
348 Holmes Hall
Northeastern University
360 Huntington Avenue
Boston, MA 02115
*   For searches and help try:

© Copyright 1996–2016 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   Site index