Hello,
I have two matrix, b1 and V1, which respectively correspond to a coefficient
matrix and variance covariance matrix and want to use the "ereturn post'
command.
I also have matrix Sameb1 and SameV1 (obtained from matrix manipulation that
I don't show here). They are the same than matrix b1 and V1.
Trying to use "ereturn post" command with Sameb1 and SameV1, Stata tells me
I have a problem (Warning: variance matrix is nonsymmetric or highly
singular) whereas running the command "ereturn post" on b1 and V1 works well...
See the matrix below...
Does someone have an idea???
. mat list Sameb1
Sameb1[1,8]
e1vs3 e1vs1 eh1vs1 e2vs3 e2vs2 eh2vs2 e2vs1 e1vs2
r1 .54089558 -.59759218 -.48351881 1.1227012 -1.0151528 -.12922622 -.10754833 .05669663
. mat list b1
b1[1,8]
e1vs3 e1vs1 eh1vs1 e2vs3 e2vs2 eh2vs2 e2vs1 e1vs2
r1 .54089558 -.59759218 -.48351881 1.1227012 -1.0151528 -.12922622 -.10754833 .05669663
. mat list SameV1
symmetric SameV1[8,8]
e1vs3 e1vs1 eh1vs1 e2vs3 e2vs2 eh2vs2 e2vs1 e1vs2
e1vs3 .00126543
e1vs1 .00399013 .01289885
eh1vs1 .00425701 .01374035 .01463815
e2vs3 -.0003382 -.00106641 -.00113774 .00009039
e2vs2 .00140461 .00451378 .00481001 -.0003754 .00158176
eh2vs2 .00113774 .00367227 .00391222 -.00030407 .00128553 .00104559
e2vs1 -.00106641 -.00344737 -.00367227 .00028501 -.00120636 -.00098146 .00092135
e1vs2 -.00525556 -.01688898 -.01799736 .00140461 -.00591839 -.00481001 .00451378 .02214454
. mat list V1
symmetric V1[8,8]
e1vs3 e1vs1 eh1vs1 e2vs3 e2vs2 eh2vs2 e2vs1 e1vs2
e1vs3 .00126543
e1vs1 .00399013 .01289885
eh1vs1 .00425701 .01374035 .01463815
e2vs3 -.0003382 -.00106641 -.00113774 .00009039
e2vs2 .00140461 .00451378 .00481001 -.0003754 .00158176
eh2vs2 .00113774 .00367227 .00391222 -.00030407 .00128553 .00104559
e2vs1 -.00106641 -.00344737 -.00367227 .00028501 -.00120636 -.00098146 .00092135
e1vs2 -.00525556 -.01688898 -.01799736 .00140461 -.00591839 -.00481001 .00451378 .02214454
.
. eret post Sameb1 SameV1
Warning: variance matrix is nonsymmetric or highly singular
. eret post b1 V1
-------------------------------
Valerie OROZCO
Toulouse School of Economics (INRA-GREMAQ)
21, alle de Brienne
F-31000 Toulouse, France
MA 101
+33 5 61 12 85 91
-------------------------------
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