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st: standard errors after nonlinear function of regression coefficients


From   Dean Yang <[email protected]>
To   [email protected]
Subject   st: standard errors after nonlinear function of regression coefficients
Date   Mon, 14 Oct 2002 15:22:56 -0400

Is there a non-linear analog to the -lincom- command? I'd like to calculate a nonlinear function of some regression coefficients, and the associated standard error.

I know we can test nonlinear hypotheses using -testnl-, but the command only saves chi or F-statistics and degrees of freedom. It doesn't give you the standard error on the estimate.

Thanks,
Dean Yang


--------------------------------------------------------------------
Dean Yang
Ph.D. Candidate, Department of Economics
Littauer Center, Room 200
Harvard University
Cambridge, MA 02138

Phone: 1-857-222-0375
Email: [email protected]
http://www.people.fas.harvard.edu/~dyang

Home address:
52 Mt. Pleasant Street, #2
Cambridge, MA 02140
USA
Home phone: 1-617-864-8810

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