st: RE: Determinate of the varaiance covariance matrix after a VAR

["Schaffer, Mark E" <M.E.Schaffer@hw.ac.uk>]

Kevin,

> -----Original Message-----
> From: owner-statalist@hsphsun2.harvard.edu [mailto:owner-
> statalist@hsphsun2.harvard.edu] On Behalf Of Snapp, Kevin Michael
> Sent: 23 January 2014 21:33
> To: statalist@hsphsun2.harvard.edu
> Subject: st: Determinate of the varaiance covariance matrix after a VAR
> 
> Dear StataList,
> 
> I have run a VAR of three equations with nothing exogenous.  I need the
> determinate of the variance covariance matrix to do a test my professor
> stipulates.  I can't for the life of me figure out how.  I've tried:
> 
> display det(e(V))
> 
> matrix det(e(V))
> 
> display matrix det(e(V)
> 
> display det(V)
> 
> matrix det(V)
> 
> display matrix det(V)
> 
> None have worked

You need to break it into pieces and copy the saved e(.) matrix into one of your own:

matrix V=e(V)
display det(V)

because the one-step command doesn't work:

. display det(e(V))
matrix operators that return matrices not allowed in this context
r(509);

HTH,
Mark

> 
> Kevin Snapp
> 
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