Creating new VCE matrix

[Ruben Ruiz-Rufino]

Hello,

I am runnning the following model

sem(M<-T C1 C2 C3)(Y<- T M C1 C2 C3)

and I get the direct/indirect effects using the option

 estat teffects

which uses the VCE matrix from the previous estimation. This matrix size is e(V) [11,11]

The SE of my second equation however need to be corrected so I need to create a new VCE matrix containing the corrected SE of the second equation.

Since the sem command essentially estimates two OLS regressions, I have proceed as follows:

Step 1 - Estimate VCE from equation 1

reg M T C1 C2 C3
matrix vceq1 = e(V)

The size of vceq1 is [5,5]

Step 2 - Show VCE from equation 2 using corrected SE previously calculated.

matrix list vceq2

The size of vceq2 is [6,6]

What I need to do is to create a new VCE matrix, newvce, that contains the information of vceq1 and vceq2 and with a size [11,11] so that I can run the following command

sem(M<-T C1 C2 C3)(Y<- T M C1 C2 C3)
matrix b=e(b)
ereturn post b newvce
estat teffects

Could anyone tell me how to create the new matrix newvce?

Thank you very much for your help.
Rubén