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st: RE: combinaison of parameters estimated
Val�rie:
Stata will also give you a variance covariance
matrix if you calculate the combinations of
parameters in one -nlcom- command, like the
example below. It will store it in r(V).
HTH,
Maarten
*-------begin example----------
sysuse auto, clear
logit foreign price mpg
nlcom (orprice: exp(_b[price])) /*
*/ (ormpg: exp(_b[mpg]))
matrix list r(V)
*---------end example------
-----------------------------------------
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/
-----------------------------------------
-----Original Message-----
From: [email protected] [mailto:[email protected]]On Behalf Of Val�rie Orozco
Sent: vrijdag 7 juli 2006 16:05
To: [email protected]
Subject: st: combinaison of parameters estimated
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
[email protected]
05-61-28-50-97
***********************
*
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