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st: Re: S.V.D. of var-cov matrix


From   Christopher F Baum <[email protected]>
To   [email protected]
Subject   st: Re: S.V.D. of var-cov matrix
Date   Wed, 7 Jan 2004 06:51:48 -0500

On Jan 7, 2004, at 2:33 AM, Michael wrote:

I need to produce the variance-covariance matrix for a set of regression
parameters, and then do singular value decomposition on the matrix.

Is that possible in stata? I have had no luck, with either step, and would
be most appreciate of an simple example.
Thank you

Every regression saves its VCE as matrix V. help matsvd for the S.V.D. The latter is readily located with 'findit singular value decomposition'.

Kit

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