Re: st: Posting Std. Error using postfile after -xtmepoisson-

[Maarten Buis <maartenlbuis@gmail.com>]

On Sun, Feb 24, 2013 at 7:18 PM, Cam Gillies wrote:
> I am using a -post- command to save estimates from a loop of analyses, but
> cannot figure out how to post the standard error of the random effect after
> –xtmepoisson-.  I am able to post the estimate of the random effect using
> exp([lns1_1_1]_cons).

Stata uses the delta method to compute that standard error. This
method is explained in general terms here:
<http://www.stata.com/support/faqs/statistics/delta-method/>. Below is
an example that applies it to your problem:

*----------------------- begin example -----------------------
webuse epilepsy
xtmepoisson seizures treat lbas lbas_trt lage v4 || subject:

// Using the delta method to compute the se:
di sqrt([lns1_1_1]_se[_cons]^2*exp([lns1_1_1]_b[_cons])^2)
*------------------------ end example ------------------------
(For more on examples I sent to the Statalist see:
http://www.maartenbuis.nl/example_faq )

Hope this helps,
Maarten

---------------------------------
Maarten L. Buis
WZB
Reichpietschufer 50
10785 Berlin
Germany

http://www.maartenbuis.nl
---------------------------------

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