--- "Enya He" wrote:
> Does anyone knows how to manually calculate the standard error of
> coefficient estimates under the logit model? In other words, how to
> use matrix language to manually compute the standard error in Stata?
Is this what you are looking for?
*-------------- begin example ----------
sysuse auto
logit foreign price mpg
matrix V = e(V)
matrix se = vecdiag(cholesky(diag(vecdiag(V))))
matrix list se
*--------------- end example -------------
(For more on how to use examples I sent to the Statalist, see:
http://home.fsw.vu.nl/m.buis/stata/exampleFAQ.html )
Hope this helps,
Maarten
-----------------------------------------
Maarten L. Buis
Department of Social Research Methodology
Vrije Universiteit Amsterdam
Boelelaan 1081
1081 HV Amsterdam
The Netherlands
visiting address:
Buitenveldertselaan 3 (Metropolitan), room Z434
+31 20 5986715
http://home.fsw.vu.nl/m.buis/
-----------------------------------------
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