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st: Variance-Covariance matrix using -lincom-
I've estimated a three equation LES model using an MLE. Due to constraints on the system, only two equations are estimated and the third equation has a linear relationship with the other two.
B1 and B2 would be estimated and B3 = 1 - B1 - B2.
I've estimated B3 using the -lincom- command:
lincom 1 - [b1]_cons - [b2]_cons
I would like to calculate the standard error of some elasicities using the delta method. In order to do so, I need the variance-covariance matrix of all of the estimates. When I review the matrix using either -estat vce- or matrix list e(V), the matrix does not include the variable B3 that was estimated using -lincom-.
Is it possible to get the matrix to include B3?
Thank you in advance,
The Ohio State University
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