|Title||Obtaining the variance–covariance matrix or coefficient vector|
|Author||Paul Lin, StataCorp|
|Date||January 1999; updated June 2013|
The variance–covariance matrix and coefficient vector are available to you after any estimation command as e(V) and e(b). You can use them directly, or you can place them in a matrix of your choosing.
. matrix list e(V) . matrix list e(b) . matrix x = e(V) . matrix y = e(b) . matrix z = 0.1 * I(4) + 0.9 * e(V)
The matrix function get (see [P] matrix get) is also available for retrieving these matrices.
You may access the coefficients and standard errors in expressions by using
. display "The coefficient of mpg = " _b[mpg] . display "and its standard error = " _se[mpg]
You may also display the covariance or correlation matrix of the parameter estimates of the previous model by using
. estat vce . estat vce, correlation