st: combinaison of parameters estimated

[Val�rie Orozco <Valerie.Orozco@toulouse.inra.fr>]

I have estimated parameters through a model. I want to create 
combinaisons of some parameters (linear or not) in order to obtain some 
elasticities (not obvious elasticities). I also want to have the p-value 
to know the significance of the elasticities estimated.
I know that that in e(b) and e(V) the estimation is saved. I have seen  
nlcom.ado created to do exactly what I want except that I estimate now 
elasticity by elasticity and so I have the estimation and variance for 
each but I don't have the variance covariance matrix. (which is usefull 
if I want to create another elasticity based on an elasticity obtained 
with nlcom).
Example :
I have this estimation :
------------------------------------------------------------------------------
            |      Coef.   Std. Err.      z    P>|z|     [95% Conf. 
Interval]
-------------+----------------------------------------------------------------
alpha        |
         a1 |  -.1916139   .0964226    -1.99   0.047    -.3805986   
-.0026291
         a2 |  -.1859699   .0964303    -1.93   0.054    -.3749699    
.0030301
         a3 |   1.377584   .1928349     7.14   0.000     .9996344    
1.755533
-------------+----------------------------------------------------------------
beta         |
         b1 |   .1257394   .0475493     2.64   0.008     .0325445    
.2189343
         b2 |  -.0759531   .0503809    -1.51   0.132    -.1746978    
.0227916
         b3 |  -.0497863   .0201829    -2.47   0.014     -.089344   
-.0102286
-------------+----------------------------------------------------------------
gamma        |
        g11 |   .1880518   .0170921    11.00   0.000     .1545519    
.2215517
        g21 |  -.1859665   .0107357   -17.32   0.000     -.207008   
-.1649249
        g31 |  -.0020853   .0149813    -0.14   0.889    -.0314481    
.0272775
        g22 |   .2128607   .0113872    18.69   0.000     .1905422    
.2351792
        g32 |  -.0268942   .0039412    -6.82   0.000    -.0346189   
-.0191696
        g33 |   .0289795   .0162113     1.79   0.074     -.002794    
.0607531
-------------+----------------------------------------------------------------
saison       |
     period |   .0000808    .000052     1.55   0.120    -.0000211    
.0001826
     lnyear |   366.0636   188.8452     1.94   0.053    -4.066232    
736.1935
------------------------------------------------------------------------------


First, I want to create eh12 = g21 /a2 - :b2 * a1/a2  + a1* b2/a2) + 1  
, with a1 and a2 scalars

I use the nlcom ado :
nlcom (eh12 : _b[gamma:g21] /a2 - _b[beta:b2]  * (a1/a2)  + a1* 
((_b[beta:b2]/a2) + 1 )) that gives :

       eh12:  _b[gamma:g21] /a2 - _b[beta:b2]  * (a1/a2)  + a1* 
((_b[beta:b2]/a2) + 1 )

------------------------------------------------------------------------------
            |      Coef.   Std. Err.      z    P>|z|     [95% Conf. 
Interval]
-------------+----------------------------------------------------------------
       eh12 |   .0454499   .0279505     1.63   0.104     -.009332    
.1002318
------------------------------------------------------------------------------

And I compute also eh22 and many others and then I want to estimate e99 
= eh22 +1 - eh12/a1
Have I to program  all the  standard errors with my little hand or is 
there a way to do faster ?

Thank you very much.

val�rie


--

***********************
Val�rie Orozco
INRA ESR Toulouse
ESR INRA - BP52627 - 31326 Castanet Tolosan Cedex 
orozco@toulouse.inra.fr
05-61-28-50-97
***********************




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