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st: Variation on lincom for bootstrapped coefficients


From   Jessica Ellen Leight <jeleight@mit.edu>
To   statalist@hsphsun2.harvard.edu
Subject   st: Variation on lincom for bootstrapped coefficients
Date   Sat, 16 Apr 2011 14:22:10 -0400

Hi,

I have estimated a regression using a two-step manual bootstrap procedure,
essentially the following (X is itself an estimated object, hence the two-step
procedure.)

Y = AX + BX^2

I would now like to do a lincom-like procedure to find the standard error of a
linear combination of these parameters A and B.  Is there any way I can adapt
lincom to manually input the coefficients and standard errors I have already
estimated, rather than using it as a postestimation command, or is there any
other command that can be used for this purpose?

Thank you!
Best,
Jessica Leight

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