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From |
Roger Newson <roger.newson@kcl.ac.uk> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: An urgent request for help :-) |

Date |
Thu, 17 Nov 2005 22:12:56 +0000 |

You don't state whether these 2 regressions are estimated on the same or different sets of data. If they are estimated on the same set of data, then any solution will probably use -suest- to create a combined covariance matrix for the 2 regressions. If they are from independent sets of data, then the 2 covariance matrices (extracted from the estimation results) can be combined diagonally to produce a combined covariance matrix. Once this combined covariance matrix is produced, you can produce a row vector of the derivatives of

G=(B01-B02)/(B11-B12)

with respect to B01, B11, B02 and B12, and use this vector, and the combined covariance matrix, to compute a covariance for G.

I don't know how much you know about -suest-, Stata matrices, and extracting estimation results. However, -whelp matrix- will introduce you to Stata matrices, -whelp suest- will introduce you to -suest-, and -whelp estimates- will introduce you to estimation results.

Best wishes

Roger

At 20:47 17/11/2005, you wrote:

Hello, This may be a slightly basic question, but I would really appreciate a solution... I have two regression estimations which I run sequentially, and need to get a 95% confidence interval using coefficients from both these estimations in a non-linear combination. Specifically, I want to get the (delta-method estimated) 95% conf. interval for the following expression: (B01 - B02)/(B11-B12), where B01 is the intercept of the 1st regression, B02 is the intercept of the second equation, B11 is a predictor coefficient of the 1st equation, and B12 is a predictor coefficient of the 2nd equation. The models I'm running are univariate regressions, but I'd appreciate a multi-variate generalization as well. My question centres around how one can store and recall estimations from previous regressions while trying to work with a non-linear combination of their coefficients. Thank you, and looking forward to hearing from you, Sincerely, Manasi * * 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/

-- 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. * * 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: An urgent request for help :-)***From:*Manasi Vydyanath <manasi@uchicago.edu>

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