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- W1535425160 abstract "There are several models in Stata that estimate coefficients other than regular “regression-like” coefficients. Often these have an interpretation as a standard deviation or a correlation of either error terms or random coefficients. Examples are xtmixed or heckman (see [XT] xtmixed or [R] heckman). Sometimes, we want access to these coefficients to perform a test or to impose a constraint. However, getting access to these parameters is not always straightforward. The problem is that Stata programs often do not estimate these coefficients directly, but instead estimate a transformed version of those parameters. In this Stata tip, I will illustrate how to recover these parameters, test hypotheses, and impose constraints." @default.
- W1535425160 created "2016-06-24" @default.
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- W1535425160 date "2011-07-01" @default.
- W1535425160 modified "2023-09-25" @default.
- W1535425160 title "Stata Tip 97: Getting at ρ's and σ's" @default.
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- W1535425160 doi "https://doi.org/10.1177/1536867x1101100211" @default.
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