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st: quick question on lincom


From   "Kihong Eom" <keom0@uky.edu>
To   <statalist@hsphsun2.harvard.edu>
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
parameters?  
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.

Kihong
 

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