Bookmark and Share

Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org.


[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

Re: st: sureg


From   Federico Belotti <[email protected]>
To   "[email protected]" <[email protected]>
Subject   Re: st: sureg
Date   Sat, 25 May 2013 14:15:30 +0200

matrix list e(V)

Il giorno 25/mag/2013, alle ore 13:57, Chiara Mussida <[email protected]> ha scritto:

> Dear All,
> the variance covariance matrix after a sureg model without constraints
> is it obtained by typing: matrix e(V)?
> 
> thanks,
> Chiara
> *
> *   For searches and help try:
> *   http://www.stata.com/help.cgi?search
> *   http://www.stata.com/support/faqs/resources/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/faqs/resources/statalist-faq/
*   http://www.ats.ucla.edu/stat/stata/


© Copyright 1996–2018 StataCorp LLC   |   Terms of use   |   Privacy   |   Contact us   |   Site index