Re: st: Getting confidence intervals from lincom

["Roger B. Newson" <r.newson@imperial.ac.uk>]

One possibility is to use the -parmest- and -lincomest- packages, both 
downloadable from SSC. The -lincomest- package is like -lincom-, but 
saves the results as Stata estimation results. And the -parmest- package 
inputs a set of estimation results and creates an output dataset (or 
resultsset) with 1 observation per estimated parameter and data on 
parameter names, estimates, confidence limits, P-values and other 
parameter attributes.
For an example of the use of -parmest- and -lincomest- together, see 
Subsection 3.3 of Newson (2003).
I hope this helps.

Best wishes

Roger


References
Newson R. Confidence intervals and p-values for delivery to the end 
user. The Stata Journal 2003; 3(3): 245-269. Download from
http://www.stata-journal.com/article.html?article=st0043

Roger B Newson BSc MSc DPhil
Lecturer in Medical Statistics
Respiratory Epidemiology and Public Health Group
National Heart and Lung Institute
Imperial College London
Royal Brompton Campus
Room 33, Emmanuel Kaye Building
1B Manresa Road
London SW3 6LR
UNITED KINGDOM
Tel: +44 (0)20 7352 8121 ext 3381
Fax: +44 (0)20 7351 8322
Email: r.newson@imperial.ac.uk
Web page: http://www.imperial.ac.uk/nhli/r.newson/
Departmental Web page:
http://www1.imperial.ac.uk/medicine/about/divisions/nhli/respiration/popgenetics/reph/

Opinions expressed are those of the author, not of the institution.

On 28/08/2012 18:12, Pagel, Christina wrote:
> I am using lincom to combine 3 estimates:
>
> lincom(1.District1+1.District2+1.District3)/3
>
> the output table gives the combined estimate and its confidence intervals. However, typing ereturn list and return list I get everything but I do NOT see the confidence interval limits anywhere! (I get the standard error in r(se) and the estimate in r(estimate)).
>
> Please help! What I'd like to do is to write the confidence interval limits to a matrix that I'm creating inside a foreach loop which I will later display.
>
>
>
>
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