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st: AW: questions


From   "Martin Weiss" <martin.weiss1@gmx.de>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: AW: questions
Date   Mon, 2 Nov 2009 13:55:36 +0100

<> 

You can take a look at its calculations via (careful: clutter hazard!)

*************
sysuse auto, clear
reg pr we le tu tr
set tr on
nlcom (ratio1: _b[length]/_b[_cons])
set tr off
*************

but I would rather look at
http://www.stata.com/support/faqs/stat/deltam.html

BTW, if you use Stata 11, you should have the manuals, at least in pdf
format, and page 1209 of [R] shows you all the necessary formulae...


HTH
Martin


-----Ursprüngliche Nachricht-----
Von: owner-statalist@hsphsun2.harvard.edu
[mailto:owner-statalist@hsphsun2.harvard.edu] Im Auftrag von Tunga Kantarci
Gesendet: Montag, 2. November 2009 12:05
An: statalist@hsphsun2.harvard.edu
Betreff: st: questions

Hello,

I would like to ask two unrelated questions.

1. The regression output presents ANOVA analysis. Take for example, the MS
column for the residuals, which is the mean of the sum of squared residuals.
I would like to calculate a quantity using the "nlcom" command and in this
command I would like to indicate the estimated MS residual. What is the
command for calling the MS residual in, for example the nlcom command? Put
more simply, we call for example a coefficient estimate of a variable with
"_b[variablename]". What I am asking is how do I call a figure from the
ANOVA table? For example the MS of residuals? I could just use the estimated
figure for MS residuals but this is not what I want. 

2. Suppose that I wish to calculate the standard error of
_b[_cons]/_b[variablename]. Stata help system indicates that Stata uses the
"delta" method to calculate this standard error. But I wish to see what
Stata exactly calculates. How do I see it? Or do I need the Stata manual
books for this? Stata help system does not indicate any formula it uses.  

Thank you in advance. 



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