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st: nlcom after two xtregar models


From   Clara Delavallade <[email protected]>
To   [email protected]
Subject   st: nlcom after two xtregar models
Date   Tue, 8 Mar 2011 18:41:05 +0200

Hello,

I am trying to estimate a non linear combination of coefficients
estimated in two separate models with xtregar.
I can't find how to restore the estimates of the two models that need
to be used by nlcom since I can't use suest after xtregar.
The code I'm using is the following:

--
xtset panel year
xtregar corrup logpib polstab
est store regcorrup
xtregar logaide logpib polstab
est store regaide
matrix list e(b)
nlcom (T1: [regcorrup]_b[polstab]*[regaide]_b[polstab]*varpolstab/(sdcorrup*sdaide))
--

matrix list e(b) returns the estimated coefficients of the last
equation only. And, as a consequence, I have the error message:
equation [regcorrup] not found
r(303);
Thanks in advance for your help!

Clara
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