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VCE2: Stata module: Simultaneous (co)variance matrix of multiple models

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Author Info
Jeroen Weesie () (Utrecht University)
Abstract

svce2 "combines" the estimation results from a number of models into a single integrated estimation result that comprises that *simulatenous* (co)variance matrix of all coefficients in these models. This allows testing cross-model hypotheses! This is an enhancement of svce. For those with Stata v6+ on an internet-accessible machine, install by typing .net cd http://www.fss.uu.nl/soc/iscore/stata/ then .net install vce2

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File URL: http://www.fss.uu.nl/soc/iscore/stata/vce2.ado
File Format: text/plain
File Function: Stata component
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File URL: http://www.fss.uu.nl/soc/iscore/stata/vce2.hlp
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File Function: Stata component
Download Restriction: no

Publisher Info
Software component provided by Boston College Department of Economics in its series Statistical Software Components with number SJW40.

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Programming language: Stata
Requires: Stata version 6.0
Date of creation: 14 Apr 1999
Date of revision:
Handle: RePEc:boc:bocode:sjw40

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This page was last updated on 2009-11-8.

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