Re: st: storing coefficients generated by nlcom

[Giulio Zanella <gzanella@wisc.edu>]

My problem is the following:

(1) Use nlcom to compute a nonlinear function of coefficients, say the "or" 
function in the example below.
(2) Use nlcom again to compute a nonlinear function of coefficients 
*involving the previously computed function*. For this Stata needs to use 
both coefficient and standard error of the previously computed function. 
These are stored in r(b) and r(V), but is there an easy way to use them in 
the nlcom command like we did with _b[mpg] below?

This problem arises when recovering structural form parameters from reduced 
form estimates. An alternative is to use nonlinear least squares command nl. 
Do you think this is preferable?

Many thanks

Giulio


----- Original Message ----- 
From: "Maarten buis" <maartenbuis@yahoo.co.uk>
To: <statalist@hsphsun2.harvard.edu>
Sent: Thursday, March 23, 2006 8:20 PM
Subject: Re: st: storing coefficients generated by nlcom



> 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 <gzanella@wisc.edu> 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
> >
> > *
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>
> -----------------------------------------
> between 1/2/2006 and 31/3/2006 I will be
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>
> Maarten L. Buis
> Department of Social Research Methodology
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