On this thread here we figured out how to export a covariance matrix to Excel using -putexcel- : https://www.statalist.org/forums/for...atrix-to-excel

However I like using Ben Jann's -esttab- for its superior formatting abilities.

Unfortunately it seems that it is not possible to export a covariance matrix using -esttab-.

Ben Jann might consider extending his command -estpost correlate- to accommodate the export of covariance matrices.

So when I export correlation matrix, everything works fine:

Code:
. sysuse auto, clear
(1978 Automobile Data)

.  correlate price mpg headroom
(obs=74)

             |    price      mpg headroom
-------------+---------------------------
       price |   1.0000
         mpg |  -0.4686   1.0000
    headroom |   0.1145  -0.4138   1.0000


. qui estpost correlate price mpg headroom, matrix

. eststo correlations

. esttab correlations using TEMPcorrelations.csv, unstack compress b(2)
(output written to TEMPcorrelations.csv)
But when I try to export my covariance matrix, computer says no:

Code:
.  correlate price mpg headroom, cov
(obs=74)

             |    price      mpg headroom
-------------+---------------------------
       price |  8.7e+06
         mpg | -7996.28   33.472
    headroom |  285.721 -2.02536  .715707


. qui estpost correlate price mpg headroom, matrix cov
option cov not allowed
r(198);
Reading the help file of -estpost correlate- indeed it turns out that the option cov is not allowed. But then how do we export covariance matrices?