Bookmark and Share

Notice: On March 31, it was announced that Statalist is moving from an email list to a forum. The old list will shut down on April 23, and its replacement, statalist.org is already up and running.


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

Re: st: Variation on lincom for bootstrapped coefficients


From   Stas Kolenikov <skolenik@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Variation on lincom for bootstrapped coefficients
Date   Sat, 16 Apr 2011 13:32:27 -0500

Show us your code, so that we could see what you are producing, and
what else needs to be done.

On Sat, Apr 16, 2011 at 1:22 PM, Jessica Ellen Leight <jeleight@mit.edu> wrote:
> 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
>
> *
> *   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/
>



-- 
Stas Kolenikov, also found at http://stas.kolenikov.name
Small print: I use this email account for mailing lists only.

*
*   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 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   Site index