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Re: st: Calculate confidence intervals for log-log models


From   Nick Cox <[email protected]>
To   [email protected]
Subject   Re: st: Calculate confidence intervals for log-log models
Date   Tue, 5 Mar 2013 12:49:28 +0000

Not really clear what you are doing but I guess that you are
transforming first. Either way, something like

_b[ln(y)]

makes no sense to Stata as

ln(y)

can't be a variable name.

I fear you need to write your own code.

Nick

On Tue, Mar 5, 2013 at 11:30 AM, Jason Ferris <[email protected]> wrote:

> I have run a series of log-log OLS models - ln(y)=ln(x)+cons - and would like to present a table of percentage change at 10%, 25%, 50%, & 75% with corresponding changes in the confidence intervals.
>
> Is there a way to do this in Stata or a ado file that I could utilise.
>
> When trying to use lincom (.e.g., 1.1^_b[ln(x)] - I get a 'not possible with test' error.  What are the alternatives besides doing it all by hand?
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