VCE2: Stata module: Simultaneous (co)variance matrix of multiple models

Jeroen Weesie ()
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Jeroen Weesie: Utrecht University

Statistical Software Components from Boston College Department of Economics

Abstract: svce2 "combines" the estimation results from a number of models into a single integrated estimation result that comprises that *simulatenous* (co)variance matrix of all coefficients in these models. This allows testing cross-model hypotheses! This is an enhancement of svce. For those with Stata v6+ on an internet-accessible machine, install by typing .net cd http://www.fss.uu.nl/soc/iscore/stata/ then .net install vce2

Language: Stata
Requires: Stata version 6.0
Date: 1999-04-14

Downloads: (external link)
http://www.fss.uu.nl/soc/iscore/stata/vce2.ado Stata component (text/plain)
http://www.fss.uu.nl/soc/iscore/stata/vce2.hlp Stata component (text/plain)

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