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thanks for the quick response. So in one of my estimations, atanhrho is -2.489 and rho is -0.244, but the p-value of atanhrho is > 0.100, which means not significant based on at least 10%-significance. Now which of the 2 interpretations are correct: (1) "persons who are less likely to do/have X, are more likely to do/have (more of) Y, because the error terms are correlated, shown by a negative rho and atanhrho" or (2) "no significant correlation between the error terms because for atanrho p>0.100, so no result regarding the dependent variables (despite that rho and atanrho not equal to 0.000)" Thinking about interpreting atanrho, not rho, came from Roodman's (2009) working paper, p. 26, but maybe I missunderstood it. http://www.cgdev.org/files/1421516_file_Roodman_cmp_FINAL.pdf LR * * 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/ * * 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/