coefcov |

Coefficient covariance matrix.

Displays the covariances of the coefficient estimates for an estimated equation.

Syntax

eq_name.coefcov(options)

Options

p | Print the coefficient covariance matrix. |

Examples

The set of commands:

equation eq1.ls lwage c edu edu^2 union

eq1.coefcov

declares and estimates equation EQ1 and displays the coefficient covariance matrix in a window. To store the coefficient covariance matrix as a sym object, use “@coefcov”:

sym eqcov = eq1.@coefcov

Cross-references