Stata The Stata listserver
[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

st: quick question on lincom

From   "Kihong Eom" <>
To   <>
Subject   st: quick question on lincom
Date   Fri, 20 Dec 2002 16:05:06 -0500

Dear Statalist:

Is "lincom" taken into account of covariance between the estimated
Let's suppose the linear combination of b1 + b2.  The combined
coefficient is b1 + b2.  

The question is the variance of (b1 + b2) is V(b1, b2) or V(b1+b2)?
This is different, because V(b1, b2) = V(b1) + V(b2) + 2C(b1, b2), yet
V(b1+b2) = V(b1+b2).  I think the variance for lincom is the latter.  If
so, do you know any written program for the former?  

Thank you in advance.


*   For searches and help try:

© Copyright 1996–2015 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index