... ,g(matname)
option you can save the Jacobian, and then plug that into the delta method formula.
John
John Gibson
Department of Economics
University of Waikato
http://www.mngt.waikato.ac.nz/depts/econ/staff/johng/johng.html
>>> Dean Yang <[email protected]> 15/10/02 08:22:56 >>>
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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