lincomest is an extension to -lincom-, which calculates confidence intervals and P-values for linear combinations of model coefficients. lincomest is an eclass command, and saves the estimate and variance of the linear combination as estimation results, with the option of holding any existing estimation results to be recalled later by estimates unhold. The advantage of doing this is that the linear combination can be input to the parmest package to create a data set with one observation containing a confidence interval and P-value for the linear combination, or to list that data set to the Stata log in a user-defined format. This data set can be concatenated with other parmest output data sets using the dsconcat package, and the confidence intervals and/or P-values can then be plotted and/or tabulated.
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Publisher Info
Software component provided by Boston College Department of Economics in its series Statistical Software Components with number
S430901.
Size: Programming language: Stata Requires: Stata version 10.0 Date of creation: 21 Nov 2002 Date of revision:
04 Jul 2008 Handle: RePEc:boc:bocode:s430901
Note: This module may be installed from within Stata by typing "ssc install lincomest". Windows users should not attempt to download these files with a web browser. Contact details of provider: Postal: Boston College, 140 Commonwealth Avenue, Chestnut Hill MA 02467 USA Phone: 617-552-3670 Fax: +1-617-552-2308 Email: Web page: http://fmwww.bc.edu/EC/ More information through EDIRC