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st: re: Could Stata give the variance of the parameter estimates?


From   Christopher Baum <baum@bc.edu>
To   statalist@hsphsun2.harvard.edu
Subject   st: re: Could Stata give the variance of the parameter estimates?
Date   Tue, 7 Jul 2009 17:19:49 -0400

<>
Crystal said

There is another question. I am going to use these var and covar to calculate the standard error for other factor (let's say SE(Mij)), according to a given fomular. But how could I tell if the Mij is significant at the 5% level, according to the calculated SE(Mij)?

If you mean a linear combination of the coefficients, -help lincom-
If you mean a nonlinear " " ", -help nlcom-
Both will give you an S.E. and confidence interval for an expression involving the coefficients' values.

Kit Baum   |   Boston College Economics and DIW Berlin   |   http://ideas.repec.org/e/pba1.html
An Introduction to Stata Programming   |   http://www.stata-press.com/books/isp.html
An Introduction to Modern Econometrics Using Stata   |   http://www.stata-press.com/books/imeus.html

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