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From | "Carlo Lazzaro" <carlo.lazzaro@tiscalinet.it> |
To | <statalist@hsphsun2.harvard.edu> |
Subject | R: st: standard error of variance covarance |
Date | Sat, 10 Jul 2010 14:19:30 +0200 |
Dear Xiling, are the square roots of the elements on the diagonal of the variance covariance matrix the SEs you're looking for? Kind Regards, Carlo -----Messaggio originale----- Da: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu] Per conto di Xiling Zhou Inviato: sabato 10 luglio 2010 9.36 A: statalist@hsphsun2.harvard.edu Oggetto: RE: st: standard error of variance covarance Yes, I do mean that. I'm trying to find standard error for elements of the variance-covariance matrix. On Jul 9 2010, sun samn wrote: > > > > >do you mean the variance-covariance matrix? > > > > > >---------------------------------------- >> Date: Fri, 9 Jul 2010 11:39:45 +0100 >> From: xtz20@cam.ac.uk >> To: statalist@hsphsun2.harvard.edu >> Subject: st: standard error of variance covarance >> >> Dear all, I'm trying to find standard error of variance and covariances >> (pairwise) of (20) variables. How do I do that? Many thanks! >> >> * >> * For searches and help try: >> * http://www.stata.com/help.cgi?search >> * http://www.stata.com/support/statalist/faq >> * http://www.ats.ucla.edu/stat/stata/ > >_________________________________________________________________ >Hotmail: Free, trusted and rich email service. >https://signup.live.com/signup.aspx?id=60969 >* >* For searches and help try: >* http://www.stata.com/help.cgi?search >* http://www.stata.com/support/statalist/faq >* http://www.ats.ucla.edu/stat/stata/ > * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/ * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/