Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org.
[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]
st: RE: "moving" the var-cov matrix of estimates
From
"Martin Weiss" <[email protected]>
To
<[email protected]>
Subject
st: RE: "moving" the var-cov matrix of estimates
Date
Tue, 16 Mar 2010 00:24:54 +0100
<>
Maybe take a look at
*************
h _est hold
*************
Apart from this solution, there is always the possibility to store a varcov as -mat A=e(V)- after the regression.
HTH
Martin
-----Original Message-----
From: [email protected] [mailto:[email protected]] On Behalf Of [email protected]
Sent: Montag, 15. März 2010 21:20
To: [email protected]
Subject: st: "moving" the var-cov matrix of estimates
Dear all,
I estimated a var-cov matrix of estimates after a regression (named regression "A").
I would like to store (save) the var-cov matrix of estimates and re-call it and to use it after that a different regression (named regression "B", with the same predictors) has been estimated: this is because regression B suffers from autocorrelation. Hence, I have to estimate the var-cov matrix eslewhere (in regression "A") and move it after regression "B" (to continue with my analyses).
Do you know I can I do it?
Which is the procedure? I read the ereturn post but I was not able to understand clearly how to do it....
Thanks a lot!
*
* 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:
* http://www.stata.com/help.cgi?search
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/