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RE: st: Calculation of covariance matrix for unbalanced sample?


From   <S.Jenkins@lse.ac.uk>
To   <statalist@hsphsun2.harvard.edu>
Subject   RE: st: Calculation of covariance matrix for unbalanced sample?
Date   Fri, 4 Nov 2011 09:37:22 -0000

Thanks to Stas Kolenikov and Nick Cox for their helpful answers.   (Nick
can be reassured that my correspondent knows what he is doing.)

> From: n.j.cox@durham.ac.uk
> To: statalist@hsphsun2.harvard.edu
> Date: Thu, 3 Nov 2011 12:30:22 +0000
> Subject: RE: st: Calculation of covariance matrix for unbalanced
sample?
> 
> -makematrix- (SJ) can do this. But it's better to use Stas' custom
code, which is more direct. 
> 
> Nick 
> n.j.cox@durham.ac.uk 
> 
> Stas Kolenikov
> 
> I don't think there's any. I vaguely remember a discussion some time
> back on the list about this. Here's the basic outline from scratch:


Stephen
------------------
Professor Stephen P. Jenkins <s.jenkins@lse.ac.uk>
Department of Social Policy and STICERD
London School of Economics and Political Science
Houghton Street, London WC2A 2AE, UK
Tel: +44(0)20 7955 6527
Changing Fortunes: Income Mobility and Poverty Dynamics in Britain, OUP
2011, http://ukcatalogue.oup.com/product/9780199226436.do
Survival Analysis Using Stata:
http://www.iser.essex.ac.uk/survival-analysis
Downloadable papers and software: http://ideas.repec.org/e/pje7.html


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