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. di %15.12f one " " %15.12f two " " %15.12f one-two
0.034278255072 0.034287810169 -0.000009555097
. di %15.12f reldif(one, two)
. di %15.12f reldif(two, one)
On Thu, Oct 15, 2009 at 6:51 AM, Stas Kolenikov <firstname.lastname@example.org> wrote:
> I would say so. They have different underlying algorithms for numeric
> approximations, but the relative error of 1e-5 is OK for nonlinear
> stuff. Can you report -reldif- instead of -abs()-?
> On Wed, Oct 14, 2009 at 7:58 PM, Misha Spisok <email@example.com> wrote:
>> In brief, are the two following approaches for the standard error of a
>> Wald estimate equivalent? If not, why not?
>> use http://pped.org/card.dta
>> reg lwage exper nearc4, nohe r
>> loc b1=_b[nearc4]
>> loc s1=_se[nearc4]
>> reg educ exper nearc4, nohe r
>> loc b2=_b[nearc4]
>> loc s2=_se[nearc4]
>> ivreg lwage exper (educ=nearc4), nohe r
>> di `b1'/`b2'
>> di `b1'/`b2'*sqrt((`s2'/`b2')^2+(`s1'/`b1')^2)
>> 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"]
>> loc c=cov[1,1]
>> -----Approach 1-----
>> di `b1'/`b2'*sqrt((`s2'/`b2')^2+(`s1'/`b1')^2-2*`c'/`b1'/`b2')
>> This final line is the result of the approach suggested by Austin
>> Nichols (http://www.stata.com/statalist/archive/2009-10/msg00498.html)
>> to get the standard error for the Wald estimator.
>> Then, using the above results from -suest-,
>> -----Approach 2-----
>> nlcom [r1_mean]_b[nearc4]/[r2_mean]_b[nearc4]
>> The results for the standard error are close (the difference is
>> 0.00001913), but not exactly the same. Are the two approaches
>> analytically equivalent but different only numerically?
>> Thank you for your time and attention.
>> * 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/
> Stas Kolenikov, also found at http://stas.kolenikov.name
> Small print: I use this email account for mailing lists only.
> * 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/
* For searches and help try: