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, statalist.org is already up and running.


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

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


From   Fernando Rios Avila <f.rios.a@gmail.com>
To   statalist@hsphsun2.harvard.edu
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 <fdong6@wisc.edu> 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

*
*   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/


© Copyright 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   Site index