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Re: st: RE: margeff: how can I save coefficient vector and std-err.?


From   Maarten Buis <[email protected]>
To   [email protected]
Subject   Re: st: RE: margeff: how can I save coefficient vector and std-err.?
Date   Tue, 6 Mar 2012 10:00:14 +0100

On Tue, Mar 6, 2012 at 1:58 AM, zhengzheng.ye wrote:
> I tried "matrix SE= e(margeff_V)"
>
> But it seems to give me the squared of the standard error. Is there another
> variable for e() that could give me the std error straight away?

No, but it is easy enough to extract the standard errors from the
variance covariance matrix:
<http://www.maartenbuis.nl/example_faq/index.html#vecdiag>

Hope this helps,
Maarten

--------------------------
Maarten L. Buis
Institut fuer Soziologie
Universitaet Tuebingen
Wilhelmstrasse 36
72074 Tuebingen
Germany


http://www.maartenbuis.nl
--------------------------
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