Re: st: AW: implementation of variance formula

[Inna Becher <inna.becher@uni-konstanz.de>]

thank you Martin. I will try to do this by means of Mata.

Inna

Martin Weiss schrieb:
> <> 
> 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 
>
> *************
> help m1_interactive
> *************
>
>
>
> HTH
> Martin
>
>
> -----Ursprüngliche Nachricht-----
> Von: owner-statalist@hsphsun2.harvard.edu
> [mailto:owner-statalist@hsphsun2.harvard.edu] Im Auftrag von Inna Becher
> Gesendet: Dienstag, 10. März 2009 12:07
> An: statalist@hsphsun2.harvard.edu
> 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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