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RE: st: Calculation of covariance matrix for unbalanced sample?
From
<[email protected]>
To
<[email protected]>
Subject
RE: st: Calculation of covariance matrix for unbalanced sample?
Date
Fri, 4 Nov 2011 09:37:22 -0000
Thanks to Stas Kolenikov and Nick Cox for their helpful answers. (Nick
can be reassured that my correspondent knows what he is doing.)
> From: [email protected]
> To: [email protected]
> Date: Thu, 3 Nov 2011 12:30:22 +0000
> Subject: RE: st: Calculation of covariance matrix for unbalanced
sample?
>
> -makematrix- (SJ) can do this. But it's better to use Stas' custom
code, which is more direct.
>
> Nick
> [email protected]
>
> Stas Kolenikov
>
> I don't think there's any. I vaguely remember a discussion some time
> back on the list about this. Here's the basic outline from scratch:
Stephen
------------------
Professor Stephen P. Jenkins <[email protected]>
Department of Social Policy and STICERD
London School of Economics and Political Science
Houghton Street, London WC2A 2AE, UK
Tel: +44(0)20 7955 6527
Changing Fortunes: Income Mobility and Poverty Dynamics in Britain, OUP
2011, http://ukcatalogue.oup.com/product/9780199226436.do
Survival Analysis Using Stata:
http://www.iser.essex.ac.uk/survival-analysis
Downloadable papers and software: http://ideas.repec.org/e/pje7.html
Please access the attached hyperlink for an important electronic communications disclaimer: http://lse.ac.uk/emailDisclaimer
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