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st: how to get standard errors from VC

From   Oleksandr Shepotylo <>
To   statalist <>
Subject   st: how to get standard errors from VC
Date   Thu, 19 Aug 2004 12:25:40 -0400


I use matrix commands to estimate the coefficients of a regression. I have got coefficient and variance/covarience matricies: beta and VC. How to get from VC to std. errors?

I suppose first line is
The second step is to take a square root of each element of ER. How can I do it in one line without going into loops and cyles?

More generally, how can I present the results in the form similar to the Stata: means, std. errors, t-statistics and conf. intervals?

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