Dear Statalists,

I have a basic question for which I can't find an anwer.

I am using the Monte Carlo method to test my mediating effect after running multiple regressions.

In order to run the test, I need the values "cov(a) and cov(b)", which represent the squared standard errors of my variable of interest.

My question is do I use the standard error produced by the regression output or do I have to high square it first.

I don't no if the standard error produced by Stata is originally a squared value or if I am suppose to calculate it manually.

I hope someone can help me with this!!

Kind Regards,
Siham