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Re: st: Variance-Covariance Matrix
From
Federico Belotti <[email protected]>
To
"[email protected]" <[email protected]>
Subject
Re: st: Variance-Covariance Matrix
Date
Sat, 4 Jan 2014 21:28:39 +0100
This is a way using Mata
mkmat x1 x2, matrix(test1)
mata test1 = st_matrix("test1")
mata st_matrix("vce", variance(test1))
mat li vce
HTH
Federico
> Il giorno 04/gen/2014, alle ore 20:18, Adrian Stork <[email protected]> ha scritto:
>
> 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
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