ereturn post sets e(V) values to zero

[Felix Pöge]

Dear all,

As part of a larger program, I want to return estimated values and a variance-covariance matrix.

noi mat list V
ereturn post b V, obs(`N_obs') findomitted depname("`depvar'") properties("b V")
noi mat list e(V)

In most cases this works well, but sometimes the e(V) matrix is completely empty, even though it shouldn't be.

symmetric V[4,4]
                 1o.        1o.   1.treat#           
              treat       post     1.post      _cons
1o.treat          0
 1o.post          0          0
1.treat#
  1.post          0          0  .00005276
   _cons          0          0  -.0000137  3.548e-06

symmetric e(V)[4,4]
                1o.       1o.  1.treat#          
             treat      post    1.post     _cons
1o.treat         0
 1o.post         0         0
1.treat#
  1.post         0         0         0
   _cons         0         0         0         0

If the negative off-diagonal element is absent, this behavior does not occur. But, as the original matrix was created with standard Stata commands, I don't see any problem with that per se.
What am I missing?

Thank you very much!
Felix

[Felix Pöge]

After further investigation, I suspect this may have something to do with the matrix V not being positive semi-definite (the one in the example is not). However, after implementing a test for this, Stata's behavior is inconsistent with this criterion. Most of the matrices I encounter have a very small negative eigenvalue, so maybe there is some threshold? Further insights would be very helpful!