ols estimation
hi, i was just wondering if anyone could tell me how to use the PCOV option with the ols command?
thankyou, maitri.
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hello, PCOV is an option to print the covariance matrix of the coefficients. so for variables X1 X2 and Y you can do
OLS Y X1 X2 / PCOV
to get the extra output
Asked: 2011-10-07 17:16:52 +0000
Seen: 24,555 times
Last updated: Oct 08 '11
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