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Re: st: correct VCmatrix of festimates
From
Fabio Zona <[email protected]>
To
[email protected]
Subject
Re: st: correct VCmatrix of festimates
Date
Sat, 6 Mar 2010 17:24:00 +0100 (CET)
who is this guy Kit Baum that did some work with international trade data that was also dyadic in its nature??
----- Messaggio originale -----
Da: "Stas Kolenikov" <[email protected]>
A: [email protected]
Inviato: Sabato, 6 marzo 2010 16:46:56 GMT +01:00 Amsterdam/Berlino/Berna/Roma/Stoccolma/Vienna
Oggetto: Re: st: correct VCmatrix of festimates
On Sat, Mar 6, 2010 at 9:34 AM, Fabio Zona <[email protected]> wrote:
> dear statalists
>
> i have a cross-section dataset (1 year) of dyadic data; how can I get a
> correct variance-covariance matrix of estimates?
>
> I organize data in a matrix; I should cluster for both row and column
> simultaneously.....
> eg.: (for firms a, b and c, number 1 indicate if the two firms have
> something in common):
>
> a b c
> a 1 0
> b 1 1
> c 0 1
>
With dyadic data, you often want to have separate source and destination
random effects, and you would then estimate a big likelihood model with
everything wrapped in it. Keyword search (-findit dyadic-) brings up some
spatial modeling packages. I also vaguely remember Kit Baum did some work
with international trade data that was also dyadic in its nature.
--
Stas Kolenikov, also found at http://stas.kolenikov.name
Small print: I use this email account for mailing lists only.
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