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Re: st: RE: Var Cov matrix of estimates dyad
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Re: st: RE: Var Cov matrix of estimates dyad
Date
Fri, 12 Mar 2010 20:25:26 +0100 (CET)
Mafalda,
thank you very much! Your suggestions is extermely important to me!!
Thanks to all of you, statalist members.. you are all great!!! And your help is extremely precious!
----- Messaggio originale -----
Da: "Mafalda Sampaio" <[email protected]>
A: [email protected]
Inviato: Martedì, 9 marzo 2010 21:06:41 GMT +01:00 Amsterdam/Berlino/Berna/Roma/Stoccolma/Vienna
Oggetto: st: RE: Var Cov matrix of estimates dyad
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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