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


From   Fengxia Dong <fdong6@wisc.edu>
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 12:57:55 -0500

Thank you, Fernando! Got them.

Best,

Fengxia

-----Original Message-----
From: owner-statalist@hsphsun2.harvard.edu
[mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Fernando Rios
Avila
Sent: Thursday, April 12, 2012 12:39 PM
To: statalist@hsphsun2.harvard.edu
Subject: Re: st: how can I get parameter estimates and covariance matrix
saved in vectors when using movestay?

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

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