[Limdep Nlogit List] Variance of parameters: Parametric Duration Model

Zainab Jamal zainab_jamal at yahoo.com
Tue Aug 8 06:33:32 EST 2006


Hi
  In the parametric duration models (weibull), 
  lambda=exp(-beta*X) and I get estimates of beta and also its varcov matrix when I run 'SURVIVAL'.
  How do I get the varcov matrix or variance of lambda from the estimates of beta?
  Any literature reference would be helpful.
  Cheers
  Zainab 



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