# st: accessing delta-method-derived standard errors

 From "Feiveson, Alan H. (JSC-SK311)" To Subject st: accessing delta-method-derived standard errors Date Wed, 11 Jun 2008 10:27:20 -0500

```Hi -

Some estimation commands (such as xtlogit below) give direct estimates
and standard errors for transformed parameters and then use the delta
method to show approximate standard errors for the corresponding orginal
parameters. My question is can one access these delta-method-derived
standard errors without doing the delta method by hand on actual
estimation standard errors?

For example, in the output below, I would like to retrieve the shown
standard error of sigma_u (1.092482) directly, rather than have to apply
the delta method to the standard error of log(sigma_u) (0.9960302).

Thanks

Al Feiveson

. xtlogit

Random-effects logistic regression              Number of obs      =
72
Group variable: id                              Number of groups   =
12

Random effects u_i ~ Gaussian                   Obs per group: min =
6
avg =
6.0
max =
6

Wald chi2(1)       =
8.44
Log likelihood  = -29.679116                    Prob > chi2        =
0.0037

------------------------------------------------------------------------
------
k8 |      Coef.   Std. Err.      z    P>|z|     [95% Conf.
Interval]
-------------+----------------------------------------------------------
------
freq |   7.368662   2.536989     2.90   0.004     2.396254
12.34107
_cons |  -3.744249   1.320748    -2.83   0.005    -6.332867
-1.155631
-------------+----------------------------------------------------------
------
/lnsig2u |   1.571154   .9960302                     -.3810293
3.523338
-------------+----------------------------------------------------------
------
sigma_u |   2.193672   1.092482                      .8265337
5.822145
rho |   .5939471   .2402165                       .171949
.9115323
------------------------------------------------------------------------
------
Likelihood-ratio test of rho=0: chibar2(01) =     7.55 Prob >= chibar2 =
0.003

. di _se[/lnsig2u]
.99603024

. di _se[/sigma_u]
r(111);

. di _se[/lnsig2u]sigma_u
invalid syntax
r(198);

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```