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st: question: reported e(V) after a logit vs the information matrix


From   László Sándor <sandorl@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: question: reported e(V) after a logit vs the information matrix
Date   Thu, 26 Apr 2012 15:39:32 -0400

Hi all,

I am writing a Mata-intensive propensity-score-matching estimator (for
Stata 10 and above), but I thought I would use -_logit- for the first
stage of estimating the score itself (this can also help with some
variable parsing etc.).

I would need the information matrix for the logit estimate though. I
got myself confused about how that would relate to the reported e(V).
Unless I used cluster or robust, that is simply the inverse of e(V)? I
could not find this in the documentation (probably it is some
fundamental ML and "_robust" issue, but could not find the ultimate
reference).

Thanks!

Laszlo
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