As the title suggests, this is what I'm attempting to do. I have 10 fair sized matrices (range from ~800x800 to ~1300x1300) and I need only the diagonal of the matrix. These matrices are variance/covariance matrices, and I just want the diagonal which represents the variances. I would just like it returned in a single column so I can square root it for the standard errors.
Any help is very much appreciated!
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