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Re: st: how can I get parameter estimates and covariance matrix saved in vectors when using movestay?


From   Fernando Rios Avila <[email protected]>
To   [email protected]
Subject   Re: st: how can I get parameter estimates and covariance matrix saved in vectors when using movestay?
Date   Thu, 12 Apr 2012 13:38:55 -0400

Hi Fengxia,
Just like in any other regression, you can find the Betas and variance
co-variance matrices on e(b) and e(V).
Fernando

On Thu, Apr 12, 2012 at 1:08 PM, Fengxia Dong <[email protected]> wrote:
>
> Hi,
>
>
>
> I am using movestay to estimate an endogenous switching regression model.
> I want to perform a hypothesis test that needs both parameter estimation and
> its covariance matrix. But I don’t know how to obtain them from the movestay
> procedure. Does someone know how to do this?
>
>
>
> Thanks,
>
>
>
> Fengxia Dong

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