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st: get covariance and variance matrix after mvprobit

From   Zhi Su <>
To   statalist <>
Subject   st: get covariance and variance matrix after mvprobit
Date   Thu, 7 Jul 2011 09:01:17 -0400

Dear, Statalists,

  Do anyone know how to get the covariance and variance matrix for the
error terms of the equation after mvprobit? For example, is it
contained in e() function?
  The reference of mvprobit says that the variance-covariance matrix
of the cross-equation error terms has values of 1 on the leading
diagonal, and the off-diagonal elements are correlations to be
estimated (rhoji = rhoij, and rhoii = 1, for all i = 1,...,M).

  Thank you!

Zhi Su
348 Holmes Hall
Northeastern University
360 Huntington Avenue
Boston, MA 02115
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