Save standard errors after -areg-

[Alessandro Sovera]

Good morning,
I am building tables for the output of a regression run using -areg- command and I am wondering how could I save standard errors for the cofficients of interest given that -areg- save the variance-covariance matrix in e(V).
Thanks for you help

[Clyde Schechter]

They are already available to you in the "virtual" vector _se. So, for example:

webuse nlswork, clear
areg ln_wage hours tenure, absorb(idcode)
local se_cons = _se[_cons]
local se_hours = _se[hours]
local se_tenure = _se[tenure]

will save those standard errors in local macros that you can then use later.

Or if you want to create a vector (matrix) of the standard errors:

matrix std_errors = vecdiag(e(V))
forvalues i = 1/3 {
    matrix std_errors[1, `i'] = sqrt(std_errors[1, `i'])
}

does that.