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From |
Christopher Baum <[email protected]> |

To |
"[email protected]" <[email protected]> |

Subject |
st: Re: Variance-Covariance Matrix |

Date |
Sun, 5 Jan 2014 13:15:46 +0000 |

<> On Jan 5, 2014, at 2:33 AM, Adrian wrote: > I'm sorry for asking such a simple question but unfortunately I > couldn't find an answer. How do you get the variance-covariance matrix > in Stata? > I know it's available in postestimations using e(V) but in my case > there is no estimation. Specifically I got two variables each with > length of 306 that I transformed into a matrix > > .mkmat x1 x2, matrix(test1) > > Now there must be some way to calculate the variance-covariance matrix > in an efficient way as in other known mathematical software. > > Something like: > .matrix cov test1 > > Am I missing something? > Does anyone have an idea to get the v-cov matrix in some way? Help is > very much appreciated. Thanks. There is no need for matrix commands, Mata, or regression formulae. . sysuse auto (1978 Automobile Data) . corr price mpg,cov (obs=74) | price mpg -------------+------------------ price | 8.7e+06 mpg | -7996.28 33.472 . ret li scalars: r(N) = 74 r(cov_12) = -7996.282858200665 r(Var_2) = 33.47204738985561 r(Var_1) = 8699525.97426879 matrices: r(C) : 2 x 2 . mat li r(C) symmetric r(C)[2,2] price mpg price 8699526 mpg -7996.2829 33.472047 Kit Baum Professor of Economics and Social Work, Boston College, Chestnut Hill MA, USA DIW Research Professor, Department of Macroeconomics, DIW Berlin, Berlin, Germany [email protected] | http://ideas.repec.org/e/pba1.html * * 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/

**Follow-Ups**:**Re: st: Re: Variance-Covariance Matrix***From:*Adrian Stork <[email protected]>

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