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st: RE: Post estimation


From   "Scott Merryman" <[email protected]>
To   <[email protected]>
Subject   st: RE: Post estimation
Date   Sun, 4 Jul 2004 09:01:41 -0500

Joe,

You might try -lincom-.

For example:

. sysuse auto
(1978 Automobile Data)

. qui reg weight mpg

. local a = _b[mpg]

. qui reg price mpg

. lincom mpg + `a'

 ( 1)  mpg = 108.4316

---------------------------------------------------------------------------
       price |      Coef.   Std. Err.      t    P>|t|     [95% Conf.
Interval]
-------------+-------------------------------------------------------------
         (1) |  -347.3259   53.07669    -6.54   0.000    -453.1323
-241.5195
---------------------------------------------------------------------------

Hope this helps,
Scott

-----Original Message-----
From: [email protected]
[mailto:[email protected]] On Behalf Of joe J.
Sent: Saturday, July 03, 2004 12:20 AM
To: [email protected]
Subject: st: Post estimation

Sorry for any double posting.

I want to estimate two equations (fixed effect panel) with the same set of 
independent variables. My final coefficients and t values would be as 
follows,
1. Final coefficients: the sum of the coefficients from the two equations
2. Final t value: Summed coefficient (of equations 1&2)/Standard Error of 
the second equation

I know that using matrix command I can add coefficients from both eqautions.

But I have not been able to figure out how to extract Standard Error from 
the second equation and combine that with the summed coefficient (generated 
from adding up coefficients of equation 1 and 2).

Any hint would be of great help.

Joe


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