--- Crystal wrote:
> 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?
The variance covariance matrix is returned in e(V), see
the example below:
*--------- begin example -----------
sysuse auto, clear
reg mpg displacement foreign
matrix list e(V)
*---------- end example ------------
Hope this helps,
Maarten
-----------------------------------------
Maarten L. Buis
Institut fuer Soziologie
Universitaet Tuebingen
Wilhelmstrasse 36
72074 Tuebingen
Germany
http://home.fsw.vu.nl/m.buis/
-----------------------------------------
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