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st: Re: Variance-Covariance Matrix


From   Christopher Baum <[email protected]>
To   "[email protected]" <[email protected]>
Subject   st: Re: Variance-Covariance Matrix
Date   Tue, 7 Jan 2014 14:47:18 +0000

<>
On Jan 7, 2014, at 2:33 AM, Adrian wrote:

> Thanks for that. Very elegant, I think it might be a bit more
> efficient, altough I finally can say I used mata :-)

I would be the last to discourage use of Mata, but in this particular case Stata has always had the capability to produce a VCE from data, even in pre-Mata (antedliuvian?) days.

Cheers
Kit


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












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