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Matrix of the Regression Coefficients |
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Is there an option in the output that will produce the variance covariance matrix of the regression coefficients? |
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Rob Dvorak posted on Monday, October 11, 2010 - 10:16 am
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Hi Scott, You can get the asymptotic covariance matrix using tech3. You could try something like this: Output: tech1; %this will give you the number for each model parameter% tech3; %this will give you the asymptotic covariance matrix however it's limited to 3 decimal points% SAVEDATA: tech3 is tech3.dat; %This will save the covariance matrix in file tech3.dat which is not limited at 3 decimal places% |
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