One can always check the results of lincom by hand...
. clear
. use "C:\Stata\auto.dta", clear
(1978 Automobile Data)
. qui reg price mpg gear
. lincom mpg + gear
( 1) mpg + gear_ratio = 0.0
------------------------------------------------------------------------------
price | Coef. Std. Err. t P>|t| [95% Conf. Interval]
-------------+----------------------------------------------------------------
(1) | -485.9787 819.8677 -0.59 0.555 -2120.748 1148.791
------------------------------------------------------------------------------
. vce
| mpg gear_r~o _cons
-------------+---------------------------
mpg | 4599.44
gear_ratio | -35934.6 739453
_cons | 10382.5 -1.5e+06 4.3e+06
. disp sqrt(4599.44 + 739453 + 2*(-35934.6))
819.86782
Scott
----- Original Message -----
From: "Kihong Eom" <[email protected]>
To: <[email protected]>
Sent: Friday, December 20, 2002 3:05 PM
Subject: st: quick question on lincom
> Dear Statalist:
>
> Is "lincom" taken into account of covariance between the estimated
> parameters?
> Let's suppose the linear combination of b1 + b2. The combined
> coefficient is b1 + b2.
>
> The question is the variance of (b1 + b2) is V(b1, b2) or V(b1+b2)?
> This is different, because V(b1, b2) = V(b1) + V(b2) + 2C(b1, b2), yet
> V(b1+b2) = V(b1+b2). I think the variance for lincom is the latter. If
> so, do you know any written program for the former?
>
> Thank you in advance.
>
> Kihong
>
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