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st: combinaison of parameters estimated


From   Valérie Orozco <Valerie.Orozco@toulouse.inra.fr>
To   statalist@hsphsun2.harvard.edu
Subject   st: combinaison of parameters estimated
Date   Fri, 07 Jul 2006 16:04:43 +0200

I have estimated parameters through a model. I want to create combinaisons of some parameters (linear or not) in order to obtain some elasticities (not obvious elasticities). I also want to have the p-value to know the significance of the elasticities estimated.
I know that that in e(b) and e(V) the estimation is saved. I have seen nlcom.ado created to do exactly what I want except that I estimate now elasticity by elasticity and so I have the estimation and variance for each but I don't have the variance covariance matrix. (which is usefull if I want to create another elasticity based on an elasticity obtained with nlcom).
Example :
I have this estimation :
------------------------------------------------------------------------------
| Coef. Std. Err. z P>|z| [95% Conf. Interval]
-------------+----------------------------------------------------------------
alpha |
a1 | -.1916139 .0964226 -1.99 0.047 -.3805986 -.0026291
a2 | -.1859699 .0964303 -1.93 0.054 -.3749699 .0030301
a3 | 1.377584 .1928349 7.14 0.000 .9996344 1.755533
-------------+----------------------------------------------------------------
beta |
b1 | .1257394 .0475493 2.64 0.008 .0325445 .2189343
b2 | -.0759531 .0503809 -1.51 0.132 -.1746978 .0227916
b3 | -.0497863 .0201829 -2.47 0.014 -.089344 -.0102286
-------------+----------------------------------------------------------------
gamma |
g11 | .1880518 .0170921 11.00 0.000 .1545519 .2215517
g21 | -.1859665 .0107357 -17.32 0.000 -.207008 -.1649249
g31 | -.0020853 .0149813 -0.14 0.889 -.0314481 .0272775
g22 | .2128607 .0113872 18.69 0.000 .1905422 .2351792
g32 | -.0268942 .0039412 -6.82 0.000 -.0346189 -.0191696
g33 | .0289795 .0162113 1.79 0.074 -.002794 .0607531
-------------+----------------------------------------------------------------
saison |
period | .0000808 .000052 1.55 0.120 -.0000211 .0001826
lnyear | 366.0636 188.8452 1.94 0.053 -4.066232 736.1935
------------------------------------------------------------------------------


First, I want to create eh12 = g21 /a2 - :b2 * a1/a2 + a1* b2/a2) + 1 , with a1 and a2 scalars

I use the nlcom ado :
nlcom (eh12 : _b[gamma:g21] /a2 - _b[beta:b2] * (a1/a2) + a1* ((_b[beta:b2]/a2) + 1 )) that gives :

eh12: _b[gamma:g21] /a2 - _b[beta:b2] * (a1/a2) + a1* ((_b[beta:b2]/a2) + 1 )

------------------------------------------------------------------------------
| Coef. Std. Err. z P>|z| [95% Conf. Interval]
-------------+----------------------------------------------------------------
eh12 | .0454499 .0279505 1.63 0.104 -.009332 .1002318
------------------------------------------------------------------------------

And I compute also eh22 and many others and then I want to estimate e99 = eh22 +1 - eh12/a1
Have I to program all the standard errors with my little hand or is there a way to do faster ?

Thank you very much.

valérie


--

***********************
Valérie Orozco
INRA ESR Toulouse
ESR INRA - BP52627 - 31326 Castanet Tolosan Cedex orozco@toulouse.inra.fr
05-61-28-50-97
***********************




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