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st: RE: How to estimate the sum of two estimators


From   "Yulia Marchenko" <ymarchenko@stata.com>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: RE: How to estimate the sum of two estimators
Date   Tue, 10 Aug 2004 11:46:45 -0500

>Dear all,
>I would like to ask you how to estimate the sum of two estimators.
>I have examined two equations (supply curve and demand curve) and used reg3
for a just simple (OLS) SEM model as
>follows

>Q = a1 + a2 * P +... + u
>P = b1 + b2 * Q + .... + b3 * X +b4 * X * dummy + v

>Actually, I want to know the estimator  value and t-value of "b3 + b4" ...
I want to know how to estimate b3+b4 (the >sum of two estimators).

>How can I get this? Is there any commend for my question on STATA? Or is
there any other methord for estimate the
>sum of two estimators?

>Kim

You can use Stata -lincom- command:

-lincom- computes point estimates, standard errors, t and Z statistics,
p-values, and confidence intervals for linear combinations of coefficients
after any estimation command.

For more information see
 . help lincom

--Yulia
ymarchenko@stata.com


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