RE: st: standard error of variance covarance

["Martin Weiss" <martin.weiss1@gmx.de>]

<>

-mata- will do this easily:

***********
sysuse auto, clear
reg price weight foreign trunk

mata: mata clear
putmata price weight foreign trunk

mata: vectorSE=sqrt(diagonal(st_matrix("e(V)")))
mata: vectorSE
***********


HTH
Martin

-----Original Message-----
From: owner-statalist@hsphsun2.harvard.edu
[mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of sun samn
Sent: Samstag, 10. Juli 2010 22:03
To: statalist@hsphsun2.harvard.edu
Subject: RE: st: standard error of variance covarance





If you have the covariance matrix like, A, use "colshape(A,1)" to change it
into a column vector, like B, then try to get the stand error of B. 






----------------------------------------
> Date: Sat, 10 Jul 2010 08:35:56 +0100
> From: xtz20@cam.ac.uk
> To: statalist@hsphsun2.harvard.edu
> Subject: 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/
>>
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>
> *
> * 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/
 		 	   		  
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