--- Chiara Mussida <[email protected]> wrote:
> the biprobit estimation gives a parameter (rho) accounting for
> correlation between the residuals: is there a way to get additional
> details on this corr, i.e. like a matrix for the corr between the
> residuals of a biprobit? the vce option is only related to the coefs.
That matrix would look like this:
1, rho
rho, 1
The residual variances are constrained to be 1 in order to identify the
model, and the covariance is rho. So that does not add anything new to
what you already knew.
-- 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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