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ols estimation

asked 2011-10-07 17:16:52 +0000

maitri gravatar image

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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answered 2011-10-08 03:45:47 +0000

alecs gravatar image

updated 2011-10-08 04:43:15 +0000

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

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Asked: 2011-10-07 17:16:52 +0000

Seen: 22,083 times

Last updated: Oct 08 '11