What about -nlcom-?
-- Maarten
--- "Feiveson, Alan H. (JSC-SK311)" <[email protected]> wrote:
> Hi -
>
> Some estimation commands (such as xtlogit below) give direct
> estimates
> and standard errors for transformed parameters and then use the delta
> method to show approximate standard errors for the corresponding
> orginal
> parameters. My question is can one access these delta-method-derived
> standard errors without doing the delta method by hand on actual
> estimation standard errors?
>
> For example, in the output below, I would like to retrieve the shown
> standard error of sigma_u (1.092482) directly, rather than have to
> apply
> the delta method to the standard error of log(sigma_u) (0.9960302).
>
> Thanks
>
> Al Feiveson
>
>
> . xtlogit
>
> Random-effects logistic regression Number of obs =
> 72
> Group variable: id Number of groups =
> 12
>
> Random effects u_i ~ Gaussian Obs per group: min =
> 6
> avg =
> 6.0
> max =
> 6
>
> Wald chi2(1) =
> 8.44
> Log likelihood = -29.679116 Prob > chi2 =
> 0.0037
>
>
------------------------------------------------------------------------
> ------
> k8 | Coef. Std. Err. z P>|z| [95% Conf.
> Interval]
>
-------------+----------------------------------------------------------
> ------
> freq | 7.368662 2.536989 2.90 0.004 2.396254
> 12.34107
> _cons | -3.744249 1.320748 -2.83 0.005 -6.332867
> -1.155631
>
-------------+----------------------------------------------------------
> ------
> /lnsig2u | 1.571154 .9960302 -.3810293
> 3.523338
>
-------------+----------------------------------------------------------
> ------
> sigma_u | 2.193672 1.092482 .8265337
> 5.822145
> rho | .5939471 .2402165 .171949
> .9115323
>
------------------------------------------------------------------------
> ------
> Likelihood-ratio test of rho=0: chibar2(01) = 7.55 Prob >=
> chibar2 =
> 0.003
>
> . di _se[/lnsig2u]
> .99603024
>
> . di _se[/sigma_u]
> equation sigma_u not found
> r(111);
>
> . di _se[/lnsig2u]sigma_u
> invalid syntax
> r(198);
>
> *
> * 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/
>
-----------------------------------------
Maarten L. Buis
Department of Social Research Methodology
Vrije Universiteit Amsterdam
Boelelaan 1081
1081 HV Amsterdam
The Netherlands
visiting address:
Buitenveldertselaan 3 (Metropolitan), room Z434
+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/
