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st: nlcom question
Dear Statalist,
I am running the following regression after which I am trying to
compute the nonlinear combinations of the coefficients as defined in
"alpha", "beta" and "gamma".
in the "nlcom" command as given below. As you would notice, the"alpha"
computed in the first "nlcom" appears in the computations of "beta and
"gamma" in the subsequent "nlcom" commands. while this set of commands
gives me the correct values for "alpha" and the "standard error of
alpha", there is a problem with the subsequent computations. namely, the
computed values of "beta" and "gamma" are correct, but their standard
errors are incorrect since these computations treat
"alpha" as a scalar in these computations.
My first question is how to overcome this and the second question is
how to output the values of "alpha" "beta" and "gamma" and their
standard errors and/ or their t-ratios in the outreg file after the
usual regression statistics....
Will be grateful for your help....
regress Y X1 X2 X3
_estimates hold model7500, copy
nlcom alpha:_b[X1]/(1+_b[X1], post
scalar balpha=_b[alpha]
scalar sealpha=_se[alpha]
*scalar palpha=_p[alpha]
_estimates unhold model7500
nlcom (beta: _b[X3]*(1-balpha)) (gamma: _b[X2]*(1-balpha)), post
scalar bbeta=_b[beta]
scalar sebeta=_se[beta]
scalar bgamma=_b[gamma]
scalar segamma=_se[gamma]
regress Y X1 X2 X3
outreg using myfile.out, coefastr se 10pct replace /*
*/ addstat("adj.Rsq", e(r2_a), "F test", e(F), /*
*/ "alpha", balpha, "se of alpha", sealpha, "beta", bbeta, "se of beta",
sebeta, /*
*/ "gamma", bgamma, "se of gamma", segamma) adec(2)
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