st: covariance matrix for residuals

From	Dragutin Culinovic <[email protected]>
To	STATA List <[email protected]>
Subject	st: covariance matrix for residuals
Date	Tue, 07 Aug 2007 11:39:51 +0200

I have few reduced form equations:
d1=a1+x1*a11+x2a21+u1
d2=a2+x2*a12+x2a22+u2
d3=a1+x3*a13+x2a23+u3
How can I get covariance matrix (3x3) of resiudals u1,u2,u3?
I can do this by computing new variables form regression coeficients, but I supose that there is smarter way in Stata to do this.
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