Bookmark and Share

Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org.


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

Re: st: SE of linear prediction: Use only SE of slope coefficient(s), or also that of the constant?


From   Maarten buis <[email protected]>
To   [email protected]
Subject   Re: st: SE of linear prediction: Use only SE of slope coefficient(s), or also that of the constant?
Date   Wed, 1 Dec 2010 13:12:07 +0000 (GMT)

--- On Wed, 1/12/10, Jen Zhen wrote:
> Now I want to use these estimated coefficients to compute
> the average Y for the three different X cases, keeping Z
> fixed at any one of its values, for simplicity say when
> all Z are zero.
> 
> I do this simply by computing    A+B1, and similarly for
> the other constellations of X.
> 
> But I'm unsure what the correct standard error for this
> is: Can I simply take the standard error of B1, or do I
> need also need to add that of the constant A, as well as
> the covariance between the estimated coefficients A and
> B1?

The latter. So I would not do it manually, the probability
of making a typo is just too big. Instead I would use
-margins- or -adjust- depending on your version of Stata.

Hope this helps,
Maarten

--------------------------
Maarten L. Buis
Institut fuer Soziologie
Universitaet Tuebingen
Wilhelmstrasse 36
72074 Tuebingen
Germany

http://www.maartenbuis.nl
--------------------------


      

*
*   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 1996–2018 StataCorp LLC   |   Terms of use   |   Privacy   |   Contact us   |   Site index