Probably the easiest way to do that is to not enter the dropped the variables in the regression statement, and use the e(V) of that regression.
HTH,
Maarten
-----------------------------------------
Maarten L. Buis
Department of Social Research Methodology
Vrije Universiteit Amsterdam
Boelelaan 1081
1081 HV Amsterdam
The Netherlands
visiting adress:
Buitenveldertselaan 3 (Metropolitan), room Z214
+31 20 5986715
http://home.fsw.vu.nl/m.buis/
-----------------------------------------
-----Original Message-----
From: [email protected] [mailto:[email protected]]On Behalf Of Ada Ma
Sent: dinsdag 18 april 2006 16:40
To: [email protected]
Subject: Re: st: RE: how do i save the significance levels of coefficients after estimation?
the estimation I did have lost of
dropped variables, and when I tried to implement:
mat se= vecdiag(cholesky(diag(vecdiag(e(V)))))'
Stata replies saying:
matrix not positive definite
r(506);
How can I trim the zeros from the e(b) and e(V) matrices before I
perform the commands posted by Maarten?
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