On Jan 7, 2004, at 2:33 AM, Michael wrote:
I need to produce the variance-covariance matrix for a set of
regression
parameters, and then do singular value decomposition on the matrix.
Is that possible in stata? I have had no luck, with either step, and
would
be most appreciate of an simple example.
Thank you
Every regression saves its VCE as matrix V. help matsvd for the S.V.D.
The latter is readily located with 'findit singular value
decomposition'.
Kit
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