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RE: st: lincom - how are standard errors calculated?


From   Maarten buis <maartenbuis@yahoo.co.uk>
To   statalist@hsphsun2.harvard.edu
Subject   RE: st: lincom - how are standard errors calculated?
Date   Wed, 15 Oct 2008 22:35:29 +0100 (BST)

--- "Bell, Jacqueline S." <j.bell@abdn.ac.uk> wrote:
> Is it valid to use lincom in this situation, with non-zero
> covariance?

Yes, that is not a problem. Non-zero covariances are the rule rather
than the exception, that's why Stata's estimation commands will not
return a vector of standard errors but an entire matrix of the
variances and the covariances in e(V). Commands like -lincom- and
-test- are designed to deal with this.

-- Maarten

BTW. return here means leave behind in memory after you have run an
estimation command. You can see what has been returned by typing
-ereturn list- (or -return list- after non-estimation commands).




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

visiting address:
Buitenveldertselaan 3 (Metropolitan), room N515

+31 20 5986715

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


      
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