st: how to get standard errors from VC

[Oleksandr Shepotylo <shepotil@econ.umd.edu>]

Hi,

I use matrix commands to estimate the coefficients of a regression. I 
have got coefficient and variance/covarience matricies: beta and VC. How 
to get from VC to std. errors?

I suppose first line is
ER=vecdiag(VC)
The second step is to take a square root of each element of ER. How can 
I do it in one line without going into loops and cyles?

More generally, how can I present the results in the form similar to the 
Stata: means, std. errors, t-statistics and conf. intervals?


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