st: Parameters returned by -lincom- after -logistic-

[Roger Newson <roger.newson@kcl.ac.uk>]

Hello All (especially StataCorp)

I am still using Stata 8.2 under Windows 2000, and have just found out 
about the behaviour of -lincom- if invoked after -logistic-, whereby it 
returns in -r()- an exponentiated estimate and its asymptotic standard 
error, even if the user has not specified any of the options -eform-, -or-, 
-hr-, -irr- or -rrr-. (See -[R] lincom- in the Stata 8 manuals.) This is a 
problem, because my own -lincomest- package (downloadable from SSC) invokes 
-lincom- without any estimation options, and attempts to use the estimate 
-r(estimate)- and its standard error -r(stderr)- to calculate a 1x1 matrix 
of estimates and a 1x1 variance matrix to be stored in the estimation 
results, and then lists the estimation results, using -eform()- only if 
specified by the user. (See Newson (2003) for more about -lincomest-.)

I have looked inside the version of -lincom- shipped with Stata 8 (which is 
a Stata 6 command), and it appears to me that -logistic- is the only 
command after which -lincom- returns unsolicited exponentiated estimates 
and their asymptotic standard errors or does anything else non-default. Is 
this indeed the case? And is this behaviour constant across all versions of 
Stata from Stata 6 to Stata 9?

Best wishes (and thanks in advance, and thanks again to Tim Wade for 
alerting me to this problem)

Roger


References

Newson R. 2003. Confidence intervals and p-values for delivery to the end 
user. The Stata Journal 3(3): 245-269. Also downloadable from within Stata 
by typing -findit enduser-.



--
Roger Newson
Lecturer in Medical Statistics
Department of Public Health Sciences
Division of Asthma, Allergy and Lung Biology
King's College London

5th Floor, Capital House
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Tel: 020 7848 6648 International +44 20 7848 6648
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Email: roger.newson@kcl.ac.uk
Website: http://phs.kcl.ac.uk/rogernewson/

Opinions expressed are those of the author, not the institution.

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