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...   ,g(matname)

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


John Gibson
Department of Economics
University of Waikato

>>> Dean Yang <> 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.

Dean Yang

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

Phone: 1-857-222-0375

Home address:
52 Mt. Pleasant Street, #2
Cambridge, MA 02140
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