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Philomela said
I would like to export the coefficient matrix and the variance
covariance matrix into excel to do some calculations-i need very exact
values, so i can't use the output. Where does Stata store these
matrices and how can I access them?
If you want exact computations, stay away from Excel. Just save the
matrices as Martin said in matrix b and V and use Stata's matrix
language to do the computations you need. Better yet, do it in Mata:
sysuse auto,clear
qui reg price mpg weight turn length
mata:
b = st_matrix("e(b)")
V = st_matrix("e(V)")
b
V
// these results are held to full internal precision
printf("The first element of b is %20.12f\n",b[1])
printf("The 1,1 element of V is %20.12f\n",V[1,1])
// now do whatever you want to do with b and V in Mata
// the results can be returned to Stata with the st_ functions
end
Kit Baum | Boston College Economics & DIW Berlin | http://ideas.repec.org/e/pba1.html
An Introduction to Stata Programming
| http://www.stata-press.com/books/isp.html
An Introduction to Modern Econometrics Using Stata | http://www.stata-press.com/books/imeus.html
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* http://www.stata.com/help.cgi?search
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