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st: Question on multiple equation regression with different types of DVs and NLCOM


From   Narasimhan Sowmyanarayanan <narasimhan.sowmyanarayanan@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: Question on multiple equation regression with different types of DVs and NLCOM
Date   Mon, 2 Jan 2012 10:16:59 -0500

charecteristic

I = exp (α+β_1 P+β_2 V+β_2 V*P) (1)

Perf= δ+δ_1 *I + δ_2 P + δ_3 P*I + δ_4*V + δ_5*V*P (2)


I would like to get the total effect of "P" on perf (direct effect +
effect through I) and its standard error. Equation 1 is a count data
variable with poisson regression and equation 2 is a continuous
metric.

I know the mean marginal for the total effect is:

TEffect = (∂Perf(.))/∂P+(∂I(.))/∂P* (∂Perf(.))/∂I


I was wondering if there is any way to store these estimates and use
nlcom to get the standard errors through the built in delta method
routines in stata. Comments would be highly appreciated.

Best.

N

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