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| From | Fengxia Dong <fdong6@wisc.edu> |
| To | statalist@hsphsun2.harvard.edu |
| Subject | RE: st: how can I get parameter estimates and covariance matrix saved in vectors when using movestay? |
| Date | Thu, 12 Apr 2012 12:57:55 -0500 |
Thank you, Fernando! Got them. Best, Fengxia -----Original Message----- From: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Fernando Rios Avila Sent: Thursday, April 12, 2012 12:39 PM To: statalist@hsphsun2.harvard.edu Subject: Re: st: how can I get parameter estimates and covariance matrix saved in vectors when using movestay? Hi Fengxia, Just like in any other regression, you can find the Betas and variance co-variance matrices on e(b) and e(V). Fernando On Thu, Apr 12, 2012 at 1:08 PM, Fengxia Dong <fdong6@wisc.edu> wrote: > > 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 * * 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/