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Re: st: Variance-Covariance matrix using -lincom-
Thanks for the information. That worked perfectly.
----- Original Message -----
From: firstname.lastname@example.org (Roberto G. Gutierrez, StataCorp)
Date: Friday, August 18, 2006 2:44 pm
Subject: Re: st: Variance-Covariance matrix using -lincom-
> Jeffrey Rosen <email@example.com> 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
> simultaneous estimation of various combinations, with VCE for all.
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