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st: Variation on lincom for bootstrapped coefficients
From
Jessica Ellen Leight <[email protected]>
To
[email protected]
Subject
st: Variation on lincom for bootstrapped coefficients
Date
Sat, 16 Apr 2011 14:22:10 -0400
Hi,
I have estimated a regression using a two-step manual bootstrap procedure,
essentially the following (X is itself an estimated object, hence the two-step
procedure.)
Y = AX + BX^2
I would now like to do a lincom-like procedure to find the standard error of a
linear combination of these parameters A and B. Is there any way I can adapt
lincom to manually input the coefficients and standard errors I have already
estimated, rather than using it as a postestimation command, or is there any
other command that can be used for this purpose?
Thank you!
Best,
Jessica Leight
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