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Re: st: deriving the variance-covariance matrix from point estimates and standard errors
From
Austin Nichols <[email protected]>
To
[email protected]
Subject
Re: st: deriving the variance-covariance matrix from point estimates and standard errors
Date
Thu, 23 Jun 2011 11:08:50 -0400
Michael <[email protected]>:
This is only possible in a few special cases, without access to the
VCE of the original estimates, and the VCE is not typically reported
(if it were, you could just take a submatrix; if not you may have to
contact the original authors). More detail may help, e.g. are these
regression coefs for two dummies and you want to compute a test
statistic for the sum of their effects?
On Thu, Jun 23, 2011 at 10:13 AM, Monuteaux, Michael
<[email protected]> wrote:
> Hello everyone,
>
> I have two point estimates and their corresponding standard errors from a survey, and I want to calculate the 2-by-2 variance-covariance matrix. Is there a way to do this in STATA? Please note, I do not have the original data, I just have the following info:
> The point estimate (in this case, it's the estimated number of cases who answered "yes" to a particular item in the survey)
> The standard error, and
> The number of records that the estimate was calculated from.
>
> Any help would be appreciated. Thanks!!
>
> Michael C. Monuteaux, Sc.D.
> Children's Hospital Boston
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