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Re: st: -nlcom-, delta method, and the derivative
From
Kristian Karlson <[email protected]>
To
[email protected]
Subject
Re: st: -nlcom-, delta method, and the derivative
Date
Sun, 23 Jan 2011 18:05:16 +0100
Bobby,
Thanks a bunch. That is a great help.
Kristian
Den 23-01-2011 17:55, Roberto G. Gutierrez, StataCorp skrev:
Not directly from -nlcom-, but you can get the equivalent from -testnl-, which
is called by -nlcom- anyway.
. sysuse auto, clear
. regress mpg foreign
. nlcom (_b[foreign])2
. testnl (_b[foreign])2 = 0
-testnl- returns the derivative matrix in r(G):
. return list
. mat list r(G)
the second element of which (the derivative of the expression wrt -foreign-,
the second coefficient of e(b)) will coincide with
. di 2*_b[foreign]
--Bobby
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