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st: Parameters returned by -lincom- after -logistic-


From   Roger Newson <roger.newson@kcl.ac.uk>
To   statalist@hsphsun2.harvard.edu
Subject   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.

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