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| From | Zhi Su <su.zh@husky.neu.edu> |
| To | statalist <statalist@hsphsun2.harvard.edu> |
| Subject | st: get covariance and variance matrix after mvprobit |
| Date | Thu, 7 Jul 2011 09:01:17 -0400 |
Dear, Statalists, Do anyone know how to get the covariance and variance matrix for the error terms of the equation after mvprobit? For example, is it contained in e() function? The reference of mvprobit says that the variance-covariance matrix of the cross-equation error terms has values of 1 on the leading diagonal, and the off-diagonal elements are correlations to be estimated (rhoji = rhoij, and rhoii = 1, for all i = 1,...,M). Thank you! -- Zhi Su 348 Holmes Hall Northeastern University 360 Huntington Avenue Boston, MA 02115 Office:1-617-373-2316 email:su.zh@husky.neu.edu * * 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/