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RE: st: standard error of variance covarance
From
sun samn <[email protected]>
To
<[email protected]>
Subject
RE: st: standard error of variance covarance
Date
Sun, 11 Jul 2010 04:11:26 +0800
or, you can do the following:
If you have the covariance matrix, A, use 'vec(A)' to stack it into a big column vector, B, then use 'sqrt(var(B))' to get the standard error of it.
----------------------------------------
> Date: Sat, 10 Jul 2010 08:35:56 +0100
> From: [email protected]
> To: [email protected]
> 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: [email protected]
>>> To: [email protected]
>>> 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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>>* 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/
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