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st: variance and covariance in estimation using cmp

From   Zhi Su <>
To   statalist <>
Subject   st: variance and covariance in estimation using cmp
Date   Fri, 26 Aug 2011 15:56:37 -0400

Dear Statalists,
I want to use command "cmp" to simultineously estimate four equations
that two are probit models and two are linear models. It is assumed
that the errors share a multivariate normal distribution. Do "cmp"
save the variance-covariance matrix in any e( )?
Or does it works like "mvprobit" that save the estimate of correlation
ji in the variance-covariance matrix of cross-equation error terms in

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