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Re: st: get covariance and variance matrix after mvprobit
From
Maarten Buis <[email protected]>
To
[email protected]
Subject
Re: st: get covariance and variance matrix after mvprobit
Date
Thu, 7 Jul 2011 15:16:02 +0200
On Thu, Jul 7, 2011 at 3:01 PM, Zhi Su wrote:
> 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 answer to this question is well documented in the helpfile of
-mvprobit-. It gives a list of results that are returned by
-mvprobit-, one of these is e(rhoji).
-- Maarten
--------------------------
Maarten L. Buis
Institut fuer Soziologie
Universitaet Tuebingen
Wilhelmstrasse 36
72074 Tuebingen
Germany
http://www.maartenbuis.nl
--------------------------
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