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| From | Maarten Buis <maartenlbuis@gmail.com> |
| To | statalist@hsphsun2.harvard.edu |
| Subject | Re: st: how to get variance-covariance matrix after mvprobit |
| Date | Fri, 20 May 2011 16:32:16 +0200 |
2011/5/20 Zhi Su wrote: > Now I construct the variance and covariance by copy and past the > values of rho_ij from mvprobit results, and make them a matrix. The > manually constructed matrix is only an approximation of the true > variance-covariance matrix. > Is there a way to get the full estimated variance-covariance matrix > from programming? I wrote a Stata tip on that that will appear in the next Stata Journal: M.L. Buis (forthcomming) "Stata tip 97: Getting at rhos and sigmas", The Stata Journal, 11(2). You can get a pre-publication draft at: http://www.maartenbuis.nl/publications/sigma_rho.html Hope this helps, Maarten -------------------------- Maarten L. Buis Institut fuer Soziologie Universitaet Tuebingen Wilhelmstrasse 36 72074 Tuebingen Germany http://www.maartenbuis.nl -------------------------- * * 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/