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You might want to look at Maarten`s http://www.stata-journal.com/article.html?article=st0137
HTH
Martin
-----Ursprüngliche Nachricht-----
Von: [email protected] [mailto:[email protected]] Im Auftrag von [email protected]
Gesendet: Dienstag, 7. Juli 2009 22:18
An: [email protected]
Betreff: RE: st: Could Stata give the variance of the parameter estimates?
Thank you all! -matrix list e(v)- doesn't work but -estat vce- works
in my version.
There is another question. I am going to use these var and covar to
calculate the standard error for other factor (let's say SE(Mij)),
according to a given fomular. But how could I tell if the Mij is
significant at the 5% level, according to the calculated SE(Mij)?
Thanks!
Crystal
Quoting Maarten buis <[email protected]>:
>
> --- Crystal wrote:
>> 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?
>
> The variance covariance matrix is returned in e(V), see
> the example below:
>
> *--------- begin example -----------
> sysuse auto, clear
> reg mpg displacement foreign
> matrix list e(V)
> *---------- end example ------------
>
> Hope this helps,
> Maarten
>
> -----------------------------------------
> Maarten L. Buis
> Institut fuer Soziologie
> Universitaet Tuebingen
> Wilhelmstrasse 36
> 72074 Tuebingen
> Germany
>
> http://home.fsw.vu.nl/m.buis/
> -----------------------------------------
>
>
>
>
> *
> * For searches and help try:
> * http://www.stata.com/help.cgi?search
> * http://www.stata.com/support/statalist/faq
> * http://www.ats.ucla.edu/stat/stata/
>
*
* For searches and help try:
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*
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* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/
