st: Parameters returned by -lincom- after -logistic-
Date
Fri, 06 May 2005 20:20:22 +0100
Hello All (especially StataCorp)
I am still using Stata 8.2 under Windows 2000, and have just found out
about the behaviour of -lincom- if invoked after -logistic-, whereby it
returns in -r()- an exponentiated estimate and its asymptotic standard
error, even if the user has not specified any of the options -eform-, -or-,
-hr-, -irr- or -rrr-. (See -[R] lincom- in the Stata 8 manuals.) This is a
problem, because my own -lincomest- package (downloadable from SSC) invokes
-lincom- without any estimation options, and attempts to use the estimate
-r(estimate)- and its standard error -r(stderr)- to calculate a 1x1 matrix
of estimates and a 1x1 variance matrix to be stored in the estimation
results, and then lists the estimation results, using -eform()- only if
specified by the user. (See Newson (2003) for more about -lincomest-.)
I have looked inside the version of -lincom- shipped with Stata 8 (which is
a Stata 6 command), and it appears to me that -logistic- is the only
command after which -lincom- returns unsolicited exponentiated estimates
and their asymptotic standard errors or does anything else non-default. Is
this indeed the case? And is this behaviour constant across all versions of
Stata from Stata 6 to Stata 9?
Best wishes (and thanks in advance, and thanks again to Tim Wade for
alerting me to this problem)
Roger
References
Newson R. 2003. Confidence intervals and p-values for delivery to the end
user. The Stata Journal 3(3): 245-269. Also downloadable from within Stata
by typing -findit enduser-.
--
Roger Newson
Lecturer in Medical Statistics
Department of Public Health Sciences
Division of Asthma, Allergy and Lung Biology
King's College London
5th Floor, Capital House
42 Weston Street
London SE1 3QD
United Kingdom
Tel: 020 7848 6648 International +44 20 7848 6648
Fax: 020 7848 6620 International +44 20 7848 6620
or 020 7848 6605 International +44 20 7848 6605
Email: roger.newson@kcl.ac.uk
Website: http://phs.kcl.ac.uk/rogernewson/
Opinions expressed are those of the author, not the institution.
