Statalist


[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

Re: st: Symbolic differentiation


From   "E. Paul Wileyto" <epw@mail.med.upenn.edu>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Symbolic differentiation
Date   Tue, 28 Jul 2009 15:01:46 -0400

This is done using nlcom. Derivatives will be approximated numerically. You specify the non-linear combination of parameters you want, and you get back a point estimate, and standard errors. Covariance matrix can be seen by typing

-return list-

Paul


John Bates wrote:
Is there any way to do symbolic differentiation in Stata or Mata?  i.e., deriv(x^2)=2x?

Related to this question: suppose I regress y on x and z and want to estimate the variance of x_hat/z_hat.  Are there any commands that let you calculate the variance of this expression automatically?  (I'd like to avoid calculating the first-order taylor expansion etc. myself, especially for more complicated expressions).



*
*   For searches and help try:
*   http://www.stata.com/help.cgi?search
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/


--
E. Paul Wileyto, Ph.D.
Assistant Professor of Biostatistics
Tobacco Use Research Center
School of Medicine, U. of Pennsylvania
3535 Market Street, Suite 4100
Philadelphia, PA  19104-3309

215-746-7147
Fax: 215-746-7140
epw@mail.med.upenn.edu
*
*   For searches and help try:
*   http://www.stata.com/help.cgi?search
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/



© Copyright 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index