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From | Adrian Stork <storkadrian@googlemail.com> |
To | statalist@hsphsun2.harvard.edu |
Subject | st: Variance-Covariance Matrix |
Date | Sat, 4 Jan 2014 20:18:49 +0100 |
Dear all I'm sorry for asking such a simple question but unfortunately I couldn't find an answer. How do you get the variance-covariance matrix in Stata? I know it's available in postestimations using e(V) but in my case there is no estimation. Specifically I got two variables each with length of 306 that I transformed into a matrix .mkmat x1 x2, matrix(test1) Now there must be some way to calculate the variance-covariance matrix in an efficient way as in other known mathematical software. Something like: .matrix cov test1 Am I missing something? Does anyone have an idea to get the v-cov matrix in some way? Help is very much appreciated. Thanks. Best, Adrian * * 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/