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Re: st: displaying the variance-covariance matrix
Rudy Fichtenbaum <[email protected]> asks:
> I know that when you estimate a regression Stata calculates e(v) which is the
> variance-covariance matrix. Is there a simple way to display the
> variance-covariance matrix? I tried the display command but that does not
> work.
Dimitry Masterov <[email protected]> suggested to use
. matrix list e(V)
In addition to Dimitry's response Rudy can also type
. estat vce
in Stata 9 and
. vce
in older versions of Stata to display the variance-covariance matrix. For more
information see
. help estat
. help vce
-- Yulia
[email protected]
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