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st: RE: covariance matrix estimation with incomplete data


From   "Nick Cox" <[email protected]>
To   <[email protected]>
Subject   st: RE: covariance matrix estimation with incomplete data
Date   Thu, 1 Dec 2005 17:11:31 -0000

How would you want the program to do that? 

Nick
[email protected] 

FEIVESON, ALAN H. (modulo HTML)  
 
 I'm sure this has been asked before, but I can't find any reference to this by searching Stata's FAQ's or by using findit - so I'll ask it again - 
Does anyone know of a Stata program for maximum-likelihood (under a multivariate normal model) estimation of a covariance matrix when incomplete data vectors are present?

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