Elementwise square roots: see this posting from 5 January
http://www.stata.com/statalist/archive/2007-01/msg00121.html
Otherwise, this is much, much easier in Mata. I
am pretty sure that almost exactly this stuff
is reproduced somewhere in the Mata manual, but
I have my coat on to go home so you will have
to look yourself or hope that someone else will
tell you where.
Nick
[email protected]
Amy Dunbar
> How can I get the square roots of the diagonal elements in the covhat
> matrix in the do file below? I am teaching a seminar that includes a
> section on stata, and I am trying to replicate an example from a
> textbook using stata. I am also struggling with the language
> to compute
> R2. I apologize for these elementary questions; I did search for an
> example, but if there was one, I didn't find it.
*
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