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st: AW: Could Stata give the variance of the parameter estimates?


From   "Martin Weiss" <[email protected]>
To   <[email protected]>
Subject   st: AW: Could Stata give the variance of the parameter estimates?
Date   Tue, 7 Jul 2009 21:53:09 +0200

<> 



*************
sysuse auto, clear
reg pri we tr leng he
//here comes the varcov
estat vce
*************



HTH
Martin

-----Ursprüngliche Nachricht-----
Von: [email protected]
[mailto:[email protected]] Im Auftrag von
[email protected]
Gesendet: Dienstag, 7. Juli 2009 21:46
An: Statalist
Betreff: st: Could Stata give the variance of the parameter estimates?

Dear all,

After the regression, Stata outputs the coefficients of the parameters  
with standard error. I am wondering if Stata could give the variance  
of each Coef., instead of SE? How about the covariance of two Coef.?  
Any command?

Thank you very much!

Crystal

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