st: margins vs. lincom

["Visintainer, Paul" <Paul.Visintainer@baystatehealth.org>]

Is there a reason why -margins- and -lincom- produce different confidence intervals?  Perhaps the question should be: what is the difference between estimation by -margins- and -lincom-.  The difference is pronounced at smaller sample sizes.  For example:

clear
webuse margex
sample 1     // draw a 1% sample of the data
regress y i.sex
margins sex
lincom 1.sex+_cons

The interesting thing is that the estimates appear to be identical, except for the confidence intervals.

Any insights would be welcome!

Thanks,

-p
________________________________________________
Paul F. Visintainer, PhD
Springfield, MA 01199


----------------------------------------------------------------------
Please view our annual report at http://baystatehealth.org/annualreport
 

CONFIDENTIALITY NOTICE: This e-mail communication and any attachments may contain confidential and privileged information for the use of the designated recipients named above. If you are not the intended recipient, you are hereby notified that you have received this communication in error and that any review, disclosure, dissemination, distribution or copying of it or its contents is prohibited. If you have received this communication in error, please reply to the sender immediately or by telephone at 413-794-0000 and destroy all copies of this communication and any attachments. For further information regarding Baystate Health's privacy policy, please visit our Internet site at http://baystatehealth.org.

*
*   For searches and help try:
*   http://www.stata.com/help.cgi?search
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/