<>
The most prominent one is probably the one of the OLS estimator "V =
s^2*(X'X)^(-1)" which you can see in Mata action in
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help m1_interactive
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HTH
Martin
-----Ursprüngliche Nachricht-----
Von: [email protected]
[mailto:[email protected]] Im Auftrag von Inna Becher
Gesendet: Dienstag, 10. März 2009 12:07
An: [email protected]
Betreff: st: implementation of variance formula
Dear statalisters,
I have to implement a formula of the variance of modified
horvitz-thompson-estimator.
My dataset is very large, so I cannot produce a lot of new variables in
order to do that.
Should I use mata? Are there any examples of implementing variance
formulas in stata?
Thank you.
Inna Becher
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* For searches and help try:
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* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/