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st: RE: Var Cov matrix of estimates dyad
From
"Mafalda Sampaio" <[email protected]>
To
<[email protected]>
Subject
st: RE: Var Cov matrix of estimates dyad
Date
Tue, 9 Mar 2010 21:06:41 +0100
Hi,
You can try to look at Fafchamps and Gubert (2007) paper. I'm also working with dyadic data and this was the best approach I found so far to deal with the covariance matrix.
Mafalda Sampaio
-----Mensagem original-----
De: [email protected] [mailto:[email protected]] Em nome de Fabio Zona
Enviada: terça-feira, 9 de Março de 2010 14:34
Para: [email protected]
Assunto: st: Var Cov matrix of estimates dyad
Sorry..
Is there someone here that can suggest how to get a correct variance covariance matrix of estimates when dealing with dyadic data?????? (155x155 dyads)
No-one can answer no this????
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