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| From | Chiara Mussida <cmussida@gmail.com> |
| To | statalist <statalist@hsphsun2.harvard.edu> |
| Subject | st: sureg |
| Date | Sat, 25 May 2013 13:57:26 +0200 |
Dear All, the variance covariance matrix after a sureg model without constraints is it obtained by typing: matrix e(V)? thanks, Chiara * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/faqs/resources/statalist-faq/ * http://www.ats.ucla.edu/stat/stata/