st: how can I get parameter estimates and covariance matrix saved in vectors when using movestay?

[Fengxia Dong <fdong6@wisc.edu>]

Hi,

 

I am using movestay to estimate an endogenous switching regression model. I want to perform a hypothesis test that needs both parameter estimation and its covariance matrix. But I don’t know how to obtain them from the movestay procedure. Does someone know how to do this?

 

Thanks,

 

Fengxia Dong