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From |
Kit Baum <baum@bc.edu> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
st: re: standard error of a Wald estimator and -nlcom- |

Date |
Wed, 14 Oct 2009 21:34:26 -0400 |

<>

use http://pped.org/card.dta, clear ivreg2 lwage exper nearc4, nohead r scalar b1=_b[nearc4] scalar s1=_se[nearc4] ivreg2 educ exper nearc4, nohead r scalar b2=_b[nearc4] scalar s2=_se[nearc4] qui reg lwage exper nearc4 est sto r1 qui reg educ exper nearc4, nohe est sto r2 suest r1 r2 mat v=e(V) matrix cov=v["r1_mean:nearc4","r2_mean:nearc4"] scalar c=cov[1,1] scalar one = b1 / b2 * sqrt((s2 / b2)^2+(s1 / b1)^2-2*c / b1 / b2) nlcom [r1_mean]_b[nearc4]/[r2_mean]_b[nearc4] mat vv = r(V) scalar two = sqrt(vv[1,1]) di %15.12f one " " %15.12f two " " %15.12f one-two Kit Baum | Boston College Economics & DIW Berlin | http://ideas.repec.org/e/pba1.html

An Introduction to Modern Econometrics Using Stata | http://www.stata-press.com/books/imeus.html * * 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/

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