it is for atanh(rho). You can check this taking the square root of the last
element of the diagonal of e(V) and comparing it with the standard errors
reported in the output. Note also that the last row and the last column of
e(V) are named athrho:_cons.
----- Original Message -----
From: "Bo Cutter" <[email protected]>
To: <[email protected]>
Sent: Sunday, July 28, 2002 9:53 PM
Subject: st: heckprob vce command
In the heckprob command instead of estimating rho (the correlation in the
bivariate normal), the procedure estimates
atanh(rho). However, the coefficient for rho and atanh(rho) are reported.
Can anybody tell me if the reported vce matrix is for rho or for atanh(rho)
?
Bo Cutter
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