Thanks Alan, Dick, Stas, and Richard.
You are all right. The example below shows how,
with your advise, the standard errors can be
reproduced upto all shown digits.
*---------begin example---------
sysuse auto, clear
reg price mpg foreign
scalar rmse = e(rmse)
reg mpg foreign
sum mpg
di rmse/(sqrt((1-e(r2))*r(Var)*(r(N)-1)))
*---------end example--------
-----------------------------------------
Maarten L. Buis
Department of Social Research Methodology
Vrije Universiteit Amsterdam
Boelelaan 1081
1081 HV Amsterdam
The Netherlands
visiting adress:
Buitenveldertselaan 3 (Metropolitan), room Z434
+31 20 5986715
http://home.fsw.vu.nl/m.buis/
-----------------------------------------
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