Hi to all,
when cova_compute = 1 the covariance matrix of the estimated parameters should be stored somewhere, but i cannot find it in the oo_. structure. Can anyone help me? Thanks!
Luca
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Estimation: output of option cova_compute
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Estimation: output of option cova_compute
by onorante » Tue Jul 10, 2012 3:37 pm
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Re: Estimation: output of option cova_compute
by jpfeifer » Tue Jul 10, 2012 7:00 pm
It should be saved to the harddisk into the _mode.mat file
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Re: Estimation: output of option cova_compute
by onorante » Thu Jul 12, 2012 9:40 am
Could it be instead the SIGMA matrix in the _mean.mat file? Thanks a lot in advance!
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Re: Estimation: output of option cova_compute
by jpfeifer » Thu Jul 12, 2012 10:16 am
It should be the variable hh in the mode.mat file.
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Re: Estimation: output of option cova_compute
by onorante » Thu Jul 12, 2012 10:26 am
Thank you very much!
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