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st: quick question on lincom
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.
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