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From |
Stas Kolenikov <skolenik@gmail.com> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: How to compute SE for linear or nonlinear combination of params? |

Date |
Fri, 22 Oct 2004 11:59:30 -0400 |

Note that things are not so simple with nonlinear tests. Depending on the curvature of transformation, you can get different results. See Drukker's paper in STB-54 on that. Also, if the slope is not statistically significant, then you are essentially diving by zero, and thus any reasonable method should give you something like infinite variance of your ratio. If you are interested in something like the point of zero crossing (judging from the form of your nonlinear combination), then you can use inverse regression / regression calibration approach to construct it. See my -calibr- procedure that I hope is downloadable from somewhere on the Net. Stas On Fri, 22 Oct 2004 09:31:10 -0500, Richard Williams <richard.a.williams.5@nd.edu> wrote: > At 10:19 AM 10/22/2004 -0400, you wrote: > >Frank Zhang wrote: > > > >>Dear Statalisters, > >>If I estimated a regression equation like this, > >>y=b0hat+b1hat*x1 > >>If I want to get the standard error of (-b0hat/b1hat), > >>how can I do it? > >>It seems easy in TSP and LIMDEP, but I don't know how > >>to get it with STATA? Your help is highly appreciated. > > > >It is easy in Stata, too. See testnl. > >Dave Harless. > > Not sure, but since he wants the s.e. I think he wants > > nlcom (_b[_cons]/_b[x1]) > -- Stas Kolenikov http://stas.kolenikov.name * * For searches and help try: * http://www.stata.com/support/faqs/res/findit.html * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

**References**:**st: How to compute SE for linear or nonlinear combination of params?***From:*Frank Zhang <zhangmailer@yahoo.com>

**Re: st: How to compute SE for linear or nonlinear combination ofparams?***From:*David Harless <dwharles@vcu.edu>

**Re: st: How to compute SE for linear or nonlinear combination of params?***From:*Richard Williams <Richard.A.Williams.5@nd.edu>

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