Stata 15 help for lincom

[R] lincom -- Linear combinations of parameters

Syntax

lincom exp [, options]

options Description ------------------------------------------------------------------------- eform generic label; exp(b) or odds ratio hr hazard ratio shr subhazard ratio irr incidence-rate ratio rrr relative-risk ratio level(#) set confidence level; default is level(95) display_options control column formats

df(#) use t distribution with # degrees of freedom for computing p-values and confidence intervals ------------------------------------------------------------------------- exp is any linear combination of coefficients that is valid syntax for test; see [R] test. exp must not contain an equal sign. df(#) does not appear in the dialog box.

Menu

Statistics > Postestimation

Description

lincom computes point estimates, standard errors, t or z statistics, p-values, and confidence intervals for linear combinations of coefficients after any estimation command, including survey estimation. Results can optionally be displayed as odds ratios, hazard ratios, incidence-rate ratios, or relative-risk ratios.

Options

eform, or, hr, shr, irr, and rrr all report coefficient estimates as exp(b) rather than b. Standard errors and confidence intervals are similarly transformed. or is the default after logistic. The only difference in these options is how the output is labeled.

Option Label Explanation Example commands --------------------------------------------------------------- eform exp(b) Generic label cloglog or Odds Ratio Odds ratio logistic, logit hr Haz. Ratio Hazard ratio stcox, streg shr SHR Subhazard ratio stcrreg irr IRR Incidence-rate ratio poisson rrr RRR Relative-rate ratio mlogit ---------------------------------------------------------------

exp may not contain any additive constants when you use the eform, or, hr, irr, or rrr option.

level(#) specifies the confidence level, as a percentage, for confidence intervals. The default is level(95) or as set by set level.

display_options: cformat(%fmt), pformat(%fmt), and sformat(%fmt); see [R] estimation options.

The following option is available with lincom but is not shown in the dialog box:

df(#) specifies that the t distribution with # degrees of freedom be used for computing p-values and confidence intervals. The default is to use e(df_r) degrees of freedom or the standard normal distribution if e(df_r) is missing.

Examples

--------------------------------------------------------------------------- Setup . webuse regress . regress y x1 x2 x3

Estimate linear combinations of coefficients . lincom x2-x1 . lincom 3*x1 + 500*x3 . lincom 3*x1 + 500*x3 - 12

--------------------------------------------------------------------------- Setup . webuse lbw

Fit logistic regression, reporting coefficients . logit low age lwt i.race smoke ptl ht ui

Estimate linear combination of coefficients; report odds ratio . lincom 2.race+smoke, or

Fit logistic regression, reporting odds ratios . logistic low age lwt i.race smoke ptl ht ui

lincom after logistic reports odds ratios by default . lincom 2.race+smoke

--------------------------------------------------------------------------- Setup . webuse sysdsn1 . mlogit insure age male nonwhite i.site

Estimate linear combination of coefficients from Prepaid equation . lincom [Prepaid]male + [Prepaid]nonwhite

---------------------------------------------------------------------------

Stored results

lincom stores the following in r():

Scalars r(estimate) point estimate r(se) estimate of standard error r(df) degrees of freedom r(t) or r(z) t or z statistic r(p) p-value r(lb) lower bound of confidence interval r(ub) upper bound of confidence interval r(level) confidence level


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