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st: sureg


From   Chiara Mussida <cmussida@gmail.com>
To   statalist <statalist@hsphsun2.harvard.edu>
Subject   st: sureg
Date   Sat, 25 May 2013 13:57:26 +0200

Dear All,
the variance covariance matrix after a sureg model without constraints
is it obtained by typing: matrix e(V)?

thanks,
Chiara
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