Giulio:
In most cases I would not append it to the e(b) matrix since than the e(b) and e(V) (Variance
Covariance matrix) no longer match. If it is a matter of storing coefficients in one matrix you
could make a new matrix (call it b) and append the e(b) vector with the r(b) vector like in the
example below. You could also have a look at Roger Newson's -parmest- which might help store the
estimates in a seperate dataset. This can be helpful if you want to graph them. This is the all
the advice I can give you, since you don't tell us what you want to do with the estimates.
HTH,
Maarten
*------------begin example--------------
sysuse auto, clear
logit foreign mpg
nlcom or: exp(_b[mpg])
matrix b = e(b),r(b)
matrix list b
*-------------end example-----------------
--- Giulio Zanella <[email protected]> wrote:
> After estimation, I generated a nonlinear combination of a coefficient (and
> standard error) with command nlcom. This coefficient is stored into matrix
> s(b). Is there a way to add this new coefficient to the e(b) matrix of
> original coeffients? Command nlcom allows option post, which replaces the
> e(b) matrix instead of updating it.
>
> Thanks
>
> Giulio Zanella
>
> *
> * For searches and help try:
> * http://www.stata.com/support/faqs/res/findit.html
> * http://www.stata.com/support/statalist/faq
> * http://www.ats.ucla.edu/stat/stata/
>
-----------------------------------------
between 1/2/2006 and 31/3/2006 I will be
visiting the UCLA, during this time the
best way to reach me is by email
Maarten L. Buis
Department of Social Research Methodology
Vrije Universiteit Amsterdam
Boelelaan 1081
1081 HV Amsterdam
The Netherlands
visiting adress:
Buitenveldertselaan 3 (Metropolitan), room Z214
+31 20 5986715
http://home.fsw.vu.nl/m.buis/
-----------------------------------------
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*
* For searches and help try:
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* http://www.ats.ucla.edu/stat/stata/
