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Re: st: Re: how do i get a bias-corrected CI for coefficient combination


From   Steven Samuels <sjsamuels@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Re: how do i get a bias-corrected CI for coefficient combination
Date   Mon, 21 Nov 2011 17:57:43 -0500

Try this:

*******************************
sysuse auto, clear
bootstrap (_b[c.weight]*10+_b[c.price]*100): ///
   reg mpg c.weight##c.price
estat bootstrap, all
***********************************

Note that our favorite program is correctly spelled "Stata", not "STATA".  Unlike the letters in "SAS", "SPSS", and "SUDAAN", the letters in "Stata" do not stand for other words. So "Stata" is not an acronym and should not be capitalized. See the end of the Statalist FAQ.

Steve


On Nov 21, 2011, at 2:55 PM, Star Chen wrote:

Good afternoon,

I am using bootstrap method to compute bias-corrected confidence
intervals in my regression model. In order to interpret an interaction
term in my model, I need to get the confidence interval for a
combination of coefficients, but lincom command in STATA only works
for normal-based confidence interval, how do I get a bias-corrected
confidence interval for the linear or non-linear coefficient
combination.

Thank you very much.

Dawn
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