Generating standard errors of average abnormal returns - 'estudy' command.

[William Marshall]

I am having difficulty getting standard errors after computing abnormal returns using the estudy command. Having generated the relevant AARs/CAARs does anyone know if it is possible to generate the standard errors for each group of CAARss or AARs. In particular, I have split my groups according to a firms environmental commitment but to determine if they are statistically different I need the standard errors of the abnormal returns.

Thank you in advance