ols estimation

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hi, i was just wondering if anyone could tell me how to use the PCOV option with the ols command?

thankyou, maitri.

asked Oct 07 '11

maitri gravatar image 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

link

posted Oct 08 '11

alecs gravatar image alecs
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updated Oct 08 '11

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Asked: Oct 07 '11

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