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Re: st: sureg


From   Federico Belotti <f.belotti@gmail.com>
To   "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu>
Subject   Re: st: sureg
Date   Sat, 25 May 2013 14:15:30 +0200

matrix list e(V)

Il giorno 25/mag/2013, alle ore 13:57, Chiara Mussida <cmussida@gmail.com> ha scritto:

> 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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