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st: how to get standard errors from VC


From   Oleksandr Shepotylo <shepotil@econ.umd.edu>
To   statalist <statalist@hsphsun2.harvard.edu>
Subject   st: how to get standard errors from VC
Date   Thu, 19 Aug 2004 12:25:40 -0400

Hi,

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
ER=vecdiag(VC)
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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