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st: FW: Standard error estimates lincom vs. estimates from predict command

From   a b <>
To   <>
Subject   st: FW: Standard error estimates lincom vs. estimates from predict command
Date   Mon, 14 Nov 2011 16:59:17 +0000

Dear Statalisters,

There is probably a simple explanation (so patience might be required!) for this but I could not find an answer yet.

I have a count data dataset which I modelled using a GLM with Poisson distribution and log link.

I wanted to get standard errors to derive 95% CI for the predicted outcome values (i.e. each record in my dataset) (as an aside, I wanted to calculate the % coverage of the model estimates and the observed counts)
So I used 'predict' with the xb option to get a linear prediction and the stdp option to get the standard error around the linear prediction.

I then tried some combinations of the predictors in lincom
lincom beta1*x + beta2*z ... + _cons
and compared the predicted values and standard errors from lincheck and predict.

While the predicted values were the same (as expected) from both, there was a very large difference between the standard errors (the standard errors being much larger from the predict stdp route).

Can anyone tell me why this may be the case? And if I am testing the model using % coverage, which standard error I should derive my 95% CI from 

Any help would be much appreciated! 		 	   		  
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