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st: Using -nlcom- with a user-written procedure


From   Gordon Hughes <G.A.Hughes@ed.ac.uk>
To   statalist@hsphsun2.harvard.edu
Subject   st: Using -nlcom- with a user-written procedure
Date   Wed, 07 Mar 2012 16:14:38 +0000

Dear Statalist,

Can anyone point me to documentation that specifies exactly what -nlcom- requires if it is called after the execution of a user-written procedure. I understand that the procedure must be an e-class estimator and I assume that it must return the coefficient estimates in e(b) and the variance-covariance matrix in e(V) but is there anything else required? The methods and formulas section of the -nlcom- manual description suggests that this should be sufficient, but I would like to confirm this.

Gordon Hughes
g.a.hughes@ed.ac.uk

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