creating matrix of coefficient covariance values

[Rebecca Sansale]

hi-- I would like to create matrices of the coefficient covariance matrices generated by the code:

estat vce

I need to use these matrices in a standard error calculation, so they need to be in a usable matrix format that allows me to do matrix multiplication etc.
I have tried using:

matrix covmat = get(vce)

but this has not worked.

thank you

[Clyde Schechter]

estat vce
matrix covmat = r(V)

[Rebecca Sansale]

thank you. from here, how can I export this matrix into a csv?

[Clyde Schechter]

-help export delimited- Before that, you need to clear the data in memory and -svmat covmat-.

[Joro Kolev]

Rebecca Sansale , you can use -putexcel- to export to a spreadsheet.

E.g.,

. sysuse auto, clear
(1978 automobile data)

. qui reg price mpg headroom trunk weight

. estat vce

Covariance matrix of coefficients of regress model

        e(V) |        mpg    headroom       trunk      weight       _cons 
-------------+------------------------------------------------------------
         mpg |  7381.6192                                                 
    headroom | -36.876752   213473.73                                     
       trunk |  714.81065  -25963.776   11742.956                         
      weight |   41.72874  -16.507684  -25.485482   .49511376             
       _cons | -292929.87  -231171.78  -22100.242  -1983.6762    13308485 

. matlist r(V)

             |       mpg   headroom      trunk     weight      _cons 
-------------+-------------------------------------------------------
         mpg |  7381.619                                             
    headroom | -36.87675   213473.7                                  
       trunk |  714.8106  -25963.78   11742.96                       
      weight |  41.72874  -16.50768  -25.48548   .4951138            
       _cons | -292929.9  -231171.8  -22100.24  -1983.676   1.33e+07 

. putexcel set results

. putexcel A1 = rmatrices
file results.xlsx saved

.

[Joro Kolev]

Also Rebecca Sansale you have the best avatar picture that I have ever seen around here on Statalist. There is nothing more heavy-metal than sitting on a throne and raising a cup to cheer the mortals :P. As soon as I find a properly looking throne, I will make an avatar picture for myself following your design !