How can I get the variance–covariance matrix or coefficient vector?

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 retreiving these matrices.

You may also access the coefficients and standard errors in expressions by using

. display "The coefficient of mpg = " _b[mpg]
. display "and its standard error = " _se[mpg]