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From |
Adrian Stork <[email protected]> |

To |
[email protected] |

Subject |
Re: st: Re: Variance-Covariance Matrix |

Date |
Mon, 6 Jan 2014 11:11:40 +0100 |

Hi Chrisopher Thanks for that. Very elegant, I think it might be a bit more efficient, altough I finally can say I used mata :-) Best, A. 2014/1/5 Christopher Baum <[email protected]>: > <> > 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/ * * 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/

**References**:**st: Re: Variance-Covariance Matrix***From:*Christopher Baum <[email protected]>

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