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...   ,g(matname)

option you can save the Jacobian, and then plug that into the delta method formula.

John

John Gibson
Department of Economics
University of Waikato
http://www.mngt.waikato.ac.nz/depts/econ/staff/johng/johng.html

>>> Dean Yang <dyang@fas.harvard.edu> 15/10/02 08:22:56 >>>
Is there a non-linear analog to the -lincom- command? I'd like to calculate 
a nonlinear function of some regression coefficients, and the associated 
standard error.

I know we can test nonlinear hypotheses using -testnl-, but the command 
only saves chi or F-statistics and degrees of freedom. It doesn't give you 
the standard error on the estimate.

Thanks,
Dean Yang


--------------------------------------------------------------------
Dean Yang
Ph.D. Candidate, Department of Economics
Littauer Center, Room 200
Harvard University
Cambridge, MA 02138

Phone: 1-857-222-0375
Email: dyang@fas.harvard.edu 
http://www.people.fas.harvard.edu/~dyang 

Home address:
52 Mt. Pleasant Street, #2
Cambridge, MA 02140
USA
Home phone: 1-617-864-8810

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