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st: margins vs. lincom


From   "Visintainer, Paul" <Paul.Visintainer@baystatehealth.org>
To   "'statalist@hsphsun2.harvard.edu'" <statalist@hsphsun2.harvard.edu>
Subject   st: margins vs. lincom
Date   Wed, 15 Dec 2010 16:38:08 -0500

Is there a reason why -margins- and -lincom- produce different confidence intervals?  Perhaps the question should be: what is the difference between estimation by -margins- and -lincom-.  The difference is pronounced at smaller sample sizes.  For example:

clear
webuse margex
sample 1     // draw a 1% sample of the data
regress y i.sex
margins sex
lincom 1.sex+_cons

The interesting thing is that the estimates appear to be identical, except for the confidence intervals.

Any insights would be welcome!

Thanks,

-p
________________________________________________
Paul F. Visintainer, PhD
Springfield, MA 01199


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