Re: st: Variance-Covariance Matrix

[Federico Belotti <f.belotti@gmail.com>]

Sorry. I forgot to substitute b" with x2. This is the right code

regress x1 x2
summarize x2
mat vce = ((e(mss)+e(rss))/(e(df_m)+e(df_r)),_b[x2]*r(Var)\_b[x2]*r(Var),r(Var))
mat li vce

Federico

On Jan 4, 2014, at 8:18 PM, Adrian Stork <storkadrian@googlemail.com> wrote:

> 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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-- 
Federico Belotti, PhD
Research Fellow
Centre for Economics and International Studies
University of Rome Tor Vergata
tel/fax: +39 06 7259 5627
e-mail: federico.belotti@uniroma2.it
web: http://www.econometrics.it


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