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st: Variance-Covariance matrix using -lincom-


From   JEFFREY ROSEN <rosen.53@osu.edu>
To   statalist@hsphsun2.harvard.edu
Subject   st: Variance-Covariance matrix using -lincom-
Date   Fri, 18 Aug 2006 14:29:20 -0400

Hello,

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,

Jeff Rosen
Graduate Student
The Ohio State University

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