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Re: st: Importing beta coefficients from other softwares


From   Maarten buis <maartenbuis@yahoo.co.uk>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Importing beta coefficients from other softwares
Date   Wed, 28 May 2008 17:23:52 +0100 (BST)

--- Yaseen Ghulam <Yaseen.Ghulam@port.ac.uk> wrote:
> Thanks Richard. I agree with you that one option is to run the
> routine in stata. But unfortunately stata does not support some
> methods which I am using or will need lot of programming which I am
> not comfortable. To be specific I am interesting in using lincom and
> nlcom routines. I feel that if I can bring beta, standard error into
> stata etc. then I should be able to use these functions. But I am not
> sure where to put these information in stata system file which nlcom
> can use. 

The standard errors alone will not do, you will need the entire
variance covariance matrix. If you have that, you can do something like
this:

*------- begin example ---------------
capture program drop coefin
program define coefin, eclass
    matrix b = 1, 2, 3
    matrix colnames b = foo bar blup
    matrix V = 3, -1, -1 \ ///
               -1, 2, -1 \ ///
               -1, -1, 1
    matrix colnames V = foo bar blup
    matrix rownames V = foo bar blup
    ereturn post b V
    ereturn local cmd "coefin"
end 
coefin
nlcom _b[foo]/_b[bar]
*----------- end example ---------------
(For more on how to use examples I sent to the Statalist, see
http://home.fsw.vu.nl/m.buis/stata/exampleFAQ.html )

-- Maarten

-----------------------------------------
Maarten L. Buis
Department of Social Research Methodology
Vrije Universiteit Amsterdam
Boelelaan 1081
1081 HV Amsterdam
The Netherlands

visiting address:
Buitenveldertselaan 3 (Metropolitan), room Z434

+31 20 5986715

http://home.fsw.vu.nl/m.buis/
-----------------------------------------


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