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Re: st: Variance-Covariance matrix using -lincom-


From   JEFFREY ROSEN <rosen.53@osu.edu>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Variance-Covariance matrix using -lincom-
Date   Fri, 18 Aug 2006 15:24:33 -0400

Thanks for the information. That worked perfectly.

Thanks,

Jeff

----- Original Message -----
From: rgutierrez@stata.com (Roberto G. Gutierrez, StataCorp)
Date: Friday, August 18, 2006 2:44 pm
Subject: Re: st: Variance-Covariance matrix using -lincom-

> Jeffrey Rosen <rosen.53@osu.edu> asks: 
> 
> > 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?
> 
>     . nlcom (B1:[b1]_cons) (B2:[b2]_cons) (B3:1 - [b1]_cons - 
> [b2]_cons)     . mat list r(V)
> 
> Note that -nlcom- is good for linear combinations too, and it 
> allows 
> simultaneous estimation of various combinations, with VCE for all.
> 
> --Bobby
> rgutierrez@stata.com
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