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st: nlcom produces different standard errors
From
Tunga Kantarcı <[email protected]>
To
[email protected]
Subject
st: nlcom produces different standard errors
Date
Sun, 5 Dec 2010 23:10:04 +0100
Hello,
In the code below the two nlcom commands produce different standard
errors. I pasted the output below. Why is this happening? I expected
exactly the same standard error produced from the two nlcom commands.
probit y x
nlcom normalden(_b[_cons]+_b[x]*0.4)*_b[x]
scalar thisisit = _b[_cons]+_b[x]*0.4
nlcom normalden(thisisit)*_b[x]
. probit y x
Iteration 0: log likelihood = -1083.6381
Iteration 1: log likelihood = -1024.6386
Iteration 2: log likelihood = -1024.5509
Iteration 3: log likelihood = -1024.5509
Probit regression Number of obs = 2708
LR chi2(1) = 118.17
Prob > chi2 = 0.0000
Log likelihood = -1024.5509 Pseudo R2 = 0.0545
------------------------------------------------------------------------------
y | Coef. Std. Err. z P>|z| [95% Conf. Interval]
-------------+----------------------------------------------------------------
x | 3.180135 .3136994 10.14 0.000 2.565296 3.794975
_cons | -2.186539 .1132633 -19.30 0.000 -2.408531 -1.964547
------------------------------------------------------------------------------
. nlcom normalden(_b[_cons]+_b[x]*0.4)*_b[x]
_nl_1: normalden(_b[_cons]+_b[x]*0.4)*_b[x]
------------------------------------------------------------------------------
y | Coef. Std. Err. z P>|z| [95% Conf. Interval]
-------------+----------------------------------------------------------------
_nl_1 | .8351398 .0978799 8.53 0.000 .6432987 1.026981
------------------------------------------------------------------------------
. scalar thisisit = _b[_cons]+_b[x]*0.4
. nlcom normalden(thisisit)*_b[x]
_nl_1: normalden(thisisit)*_b[x]
------------------------------------------------------------------------------
y | Coef. Std. Err. z P>|z| [95% Conf. Interval]
-------------+----------------------------------------------------------------
_nl_1 | .8351398 .082381 10.14 0.000 .6736759 .9966036
------------------------------------------------------------------------------
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