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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 04:14:24 +0800
Hi, Martin,
You're trying to the find the standard error of the variables, but his/her question is try to find standard error for elements of the
>> variance-covariance
matrix. They are not the same, right?
sam
----------------------------------------
> From: [email protected]
> To: [email protected]
> Subject: RE: st: standard error of variance covarance
> Date: Sat, 10 Jul 2010 22:06:31 +0200
>
>
> <>
>
> -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: [email protected]
> [mailto:[email protected]] On Behalf Of sun samn
> Sent: Samstag, 10. Juli 2010 22:03
> To: [email protected]
> 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: [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.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/
>
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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/