Saturday, June 18, 2022

Variance Covariance Matrix of Sureg in Stata

Hi everyone,

I have a question about how to display the variance-covariance matrix for the residuals when using sureg in Stata. I know that corr option can give a correlation matrix, but what we want is a variance-covariance matrix and we wonder if anyone knows how to realize this in Stata?

Thanks a lot!

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