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