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Re: st: How to save a hessian matrix for post-estimation analysis?


From   Maarten Buis <maartenlbuis@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: How to save a hessian matrix for post-estimation analysis?
Date   Thu, 23 Aug 2012 13:27:40 +0200

On Thu, Aug 23, 2012 at 12:19 PM, Gordon Hughes wrote:
> I think that
> the best advice is to try and remove the source of the degeneracy - i.e.
> remove collinear variables or whatever.  If there is some reason why this
> can't be done (I can't think of an obvious example),

It is obviously good advise to solve the problem at its source rather
than try to fix it afterwards. One example where this may be hard but
also unproblematic, is when you use Stata's factor variable notation
it will include the baseline value but sets its rows and columns in
the variance covariance matrix to 0.

-- Maarten

---------------------------------
Maarten L. Buis
WZB
Reichpietschufer 50
10785 Berlin
Germany

http://www.maartenbuis.nl
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