estcov |

Displays the covariance matrix used in estimation.

The estimation covariance contains:

1. the identity matrix for OLS and TSLS

2. a diagonal matrix with equation variances used to compute WOLS and WTSLS

3. the residual covariance matrix used to compute SUR and 3SLS

4. the residual covariance matrix for unrestricted FIML; diagonal residual covariance matrix for diagonal FIML; user-specified covariance for user-covariance FIML

5. the long-run covariance of the moments used to compute the weighting matrix for GMM estimates

6. a matrix of missing values for ARCH

Syntax

system_name.estcov(options)

Options

p | Print the estimation covariance. |

Examples

sys1.estcov

displays the estimation covariance.

Cross-references

See also “System Views” of User’s Guide II.