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st: AW: nlcom from several estimations


From   "Martin Weiss" <martin.weiss1@gmx.de>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: AW: nlcom from several estimations
Date   Mon, 8 Feb 2010 14:35:14 +0100

<> 



Have you had a look at -suest- yet?



HTH
Martin

-----Ursprüngliche Nachricht-----
Von: owner-statalist@hsphsun2.harvard.edu
[mailto:owner-statalist@hsphsun2.harvard.edu] Im Auftrag von Valerie Orozco
Gesendet: Montag, 8. Februar 2010 14:33
An: statalist@hsphsun2.harvard.edu
Betreff: st: nlcom from several estimations

Hello,


I have to estimate some nonlinear combinations of parameters estimated from
several models.
More precisely, I estimated 4 models (4 systems of equations) and have the
corresponding matrix of estimated parameters (b1, b2, b3 and b4) and each
corresponding variance covariance matrix (V1, V2, V3, V4). I want to
estimate combinations of these parameters coming from these 4 estimations.
The problem is that, with "nlcom", it has to be from only one estimation.

So, my first idea was to build two new matrix (b and V) making Stata
believes it comes from only one estimation : 
- b : just appending b1,b2, b3 and b4 horizontally
- V : a block diagonal matrix (each block being V1, V2, V3 and V4)
- but of course, some elements of this V block diagonal matrix are missing

Another idea I had was to use "eststo" and "estout" commands but it seems
the matrix stored correspond to the last estimation.

Do you have some better ideas to help me?

Many thanks.

valérie




-------------------------------
Valérie OROZCO
Toulouse School of Economics (INRA-GREMAQ)
21, allée de Brienne
F-31000 Toulouse, France

MA 101
+33 5 61 12 85 91
-------------------------------


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