--- 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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