Stata 15 help for estat vce

[R] estat vce -- Display covariance matrix estimates

Syntax

estat vce [, estat_vce_options]

estat_vce_options Description ------------------------------------------------------------------------- covariance display as covariance matrix; the default correlation display as correlation matrix equation(spec) display only specified equations block display submatrices by equation diag display submatrices by equation; diagonal blocks only format(%fmt) display format for covariances and correlations nolines suppress lines between equations display_options control display of omitted variables and base and empty cells -------------------------------------------------------------------------

Menu for estat

Statistics > Postestimation

Description

estat vce displays the covariance or correlation matrix of the parameter estimates of the previous model.

Options

covariance displays the matrix as a variance-covariance matrix; this is the default.

correlation displays the matrix as a correlation matrix rather than a variance-covariance matrix. rho is a synonym.

equation(spec) selects part of the VCE to be displayed. If spec is eqlist, the VCE for the listed equations is displayed. If spec is eqlist1 \ eqlist2, the part of the VCE associated with the equations in eqlist1 (rowwise) and eqlist2 (columnwise) is displayed. If spec is *, all equations are displayed. equation() implies block if diag is not specified.

block displays the submatrices pertaining to distinct equations separately.

diag displays the diagonal submatrices pertaining to distinct equations separately.

format(%fmt) specifies the number format for displaying the elements of the matrix. The default is format(%10.0g) for covariances and format(%8.4f) for correlations. See [U] 12.5 Formats: Controlling how data are displayed for more information.

nolines suppresses lines between equations.

display_options: noomitted, noemptycells, baselevels, allbaselevels; see [R] estimation options.

Example

Setup . webuse klein . reg3 (consump wagep wageg) (wagep consump govt capital)

Display VCE for each equation separately, using %7.2f format . estat vce, block format(%7.2f)

Stored results

estat vce stores the following in r():

Matrices r(V) VCE or correlation matrix


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