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st: two questions about e(V) and e(V_modelbased) after estimation commands

From   "Michael I. Lichter" <>
Subject   st: two questions about e(V) and e(V_modelbased) after estimation commands
Date   Wed, 03 Feb 2010 12:38:25 -0500

If these are really stupid questions, please accept my apologies in advance.

First, is e(V) really a variance-covariance matrix? According to Stata documentation (I'm using Stata 10, but the online docs for Stata 11 look similar), e(V) contains a variance-covariance matrix. However, the variance components of e(V) appear to be squared standard errors rather than variances. E.g.,

. sysuse auto
(1978 Automobile Data)
. mean price

Mean estimation                     Number of obs    =      74

            |       Mean   Std. Err.     [95% Conf. Interval]
      price |   6165.257   342.8719      5481.914      6848.6

. mat list e(V)

symmetric e(V)[1,1]
price  117561.16

. di sqrt( 117561.16)

Either the "Std. Err." in the -mean- output is really an SD, or the variance estimate in e(V) isn't a variance. Right?

Second, what is the difference between e(V) and e(V_modelbased) after -svy- commands? It looks like e(V) is the source (or destination) of the reported standard errors, and those are purportedly model-based, so both matrices are model-based ... but very different. I'm confused, and I don't see anything in the survey manual to clear this up.


Michael I. Lichter, Ph.D. <>
Research Assistant Professor & NRSA Fellow
UB Department of Family Medicine / Primary Care Research Institute
UB Clinical Center, 462 Grider Street, Buffalo, NY 14215
Office: CC 126 / Phone: 716-898-4751 / FAX: 716-898-3536

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