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


From   Maarten buis <maartenbuis@yahoo.co.uk>
To   statalist@hsphsun2.harvard.edu
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
--------------------------


      

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