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st: Parameters returned by -lincom- after -logistic-

From   Roger Newson <[email protected]>
To   [email protected]
Subject   st: Parameters returned by -lincom- after -logistic-
Date   Fri, 06 May 2005 20:20:22 +0100

Hello All (especially StataCorp)

I am still using Stata 8.2 under Windows 2000, and have just found out about the behaviour of -lincom- if invoked after -logistic-, whereby it returns in -r()- an exponentiated estimate and its asymptotic standard error, even if the user has not specified any of the options -eform-, -or-, -hr-, -irr- or -rrr-. (See -[R] lincom- in the Stata 8 manuals.) This is a problem, because my own -lincomest- package (downloadable from SSC) invokes -lincom- without any estimation options, and attempts to use the estimate -r(estimate)- and its standard error -r(stderr)- to calculate a 1x1 matrix of estimates and a 1x1 variance matrix to be stored in the estimation results, and then lists the estimation results, using -eform()- only if specified by the user. (See Newson (2003) for more about -lincomest-.)

I have looked inside the version of -lincom- shipped with Stata 8 (which is a Stata 6 command), and it appears to me that -logistic- is the only command after which -lincom- returns unsolicited exponentiated estimates and their asymptotic standard errors or does anything else non-default. Is this indeed the case? And is this behaviour constant across all versions of Stata from Stata 6 to Stata 9?

Best wishes (and thanks in advance, and thanks again to Tim Wade for alerting me to this problem)



Newson R. 2003. Confidence intervals and p-values for delivery to the end user. The Stata Journal 3(3): 245-269. Also downloadable from within Stata by typing -findit enduser-.

Roger Newson
Lecturer in Medical Statistics
Department of Public Health Sciences
Division of Asthma, Allergy and Lung Biology
King's College London

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