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Re: st: Could Stata give the variance of the parameter estimates?


From   Nathan Danneman <[email protected]>
To   [email protected]
Subject   Re: st: Could Stata give the variance of the parameter estimates?
Date   Tue, 7 Jul 2009 15:54:03 -0400

Crystal,

After a regression, stata saves certain key results in its e(return)
list.  It saves the variances of the parameters as a matrix called
e(V).

After running a regression, try typing

matrix list e(V)

after a regression (note the capital V).  This gives the variances,
and the covariances of your regressors.

Cheers,
Nathan

On Tue, Jul 7, 2009 at 3:46 PM, <[email protected]> wrote:
> Dear all,
>
> After the regression, Stata outputs the coefficients of the parameters with
> standard error. I am wondering if Stata could give the variance of each
> Coef., instead of SE? How about the covariance of two Coef.? Any command?
>
> Thank you very much!
>
> Crystal
>
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