st: Question on Simulating Standard Errors(S.E)

[Asgar Khademvatani <akhademv@ucalgary.ca>]

Dear All,

Basically, I have estimated a system of the cost and labor-share 
equation using ISURE. I am using time-series of a particular U.S. 
industry stretched over 1958-2000 for 43 years. Then I have generated a  
variable called "sve_sg"  as this new variable is a function of all RHS 
variables of the cost function. Then, I have generated the elasticities 
of this new defined variable "sve_sg" with respect to each factor, as it 
is function of that factor. For example,  If I would like to calculate 
its elasticity with respect to the factor"l" , in doing so, the first, 
I  generate this elasticity, named, "Isvl_sr_sg"  as you see in the 
following. so that this generated elasticity is a function of some 
variables that each are as function of the estimated coefficients and 
RHS variables of the cost function as follows;


Isvl_sr_sg = (d2cel_sg)*((pl_sg)/(sve_sg))


My target is the simulating the standard errors(S.E) of such elasticity 
over 43 years. To do so, my procedure is that I  re-run the ISURE model 
and then I am using the following "testnl" command as follows:

est replay "ISURE"
testnl [=lvc_sg]: Isvl_sr_sg   //   lvc_sg is the cost function.

But, after runnign my .do file,  I am getting the following error. Can 
anybody help me out that what is wrong with using "testnl" command?

testnl [=lvc_sg]: Isvl_sr_sg

(1)  [ = lvc_sg]: Isvl_sr_sg
equation [-(lvc_sg] not found
r(303);

end of do-file
r(303);

I am not sure whether this procedure is  correct to simulate S.E of the 
Isvl_sr_sg  or not. If not so, anybody please can help me on this 
matter, how to calculate the S.E though any other way?

Thank you

Asgar Kh.
University of Calgary-Canada
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