Wednesday, February 22, 2006

Re: st: displaying the variance-covariance matrix

Rudy Fichtenbaum <> asks:

> I know that when you estimate a regression Stata calculates e(v) which is the > variance-covariance matrix. Is there a simple way to display the > variance-covariance matrix? I tried the display command but that does not > work.

Dimitry Masterov <> suggested to use

. matrix list e(V)

In addition to Dimitry's response Rudy can also type

. estat vce

in Stata 9 and

. vce

in older versions of Stata to display the variance-covariance matrix. For more information see

. help estat . help vce

-- Yulia * * For searches and help try: * * *


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