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Re: st: RE: Standard errors of certain quantities after estimating a system of equations


From   Rebecca Pope <[email protected]>
To   [email protected]
Subject   Re: st: RE: Standard errors of certain quantities after estimating a system of equations
Date   Thu, 7 Mar 2013 19:27:17 -0600

On Thu, Mar 7, 2013 at 3:48 AM, Murat Genc <[email protected]> wrote:
>
> The solution suggested by Maarteen there used the margins command in combination with nlcom.  Based on that I tried the following
>
>         margins, dydx(*) predict(equation(w1)) post nlcom e1_2: -1+(1/w1bar)*((pdfp1bar*coeflnp2eq1*(w1hatbar-[w1]pdfp1*pdfp1bar)/cdfp1bar)+cdfp1bar*([w1]shlnp21-[w1]lfp1*w2bar)-[w1]pdfp1*pdfp1bar*coeflnp2eq1*pr1bar)
>
> to do the calculation for one case.  But when I try it I get an error message that says "option nlcom not allowed."
>
>
I haven't reviewed Maarten's solution or the appropriateness of your
adaptation, so my comment is confined to your error message. You've
placed -nlcom- on the same line as -margins-. Using your same code:

margins, dydx(*) predict(equation(w1)) post
// note new line here
nlcom e1_2: -1+(1/w1bar)*((pdfp1bar*coeflnp2eq1*(w1hatbar-[w1]pdfp1*pdfp1bar)/cdfp1bar)+cdfp1bar*([w1]shlnp21-[w1]lfp1*w2bar)-[w1]pdfp1*pdfp1bar*coeflnp2eq1*pr1bar)

Regards,
Rebecca
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