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LINCOMEST: Stata module to generate linear combinations of estimators saved as estimation results

Author

Listed:
  • Roger Newson

    (National Heart and Lung Institute, Imperial College London)

Programming Language

Stata

Abstract

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.

Suggested Citation

  • Roger Newson, 2002. "LINCOMEST: Stata module to generate linear combinations of estimators saved as estimation results," Statistical Software Components S430901, Boston College Department of Economics, revised 19 Jul 2016.
    • Handle: RePEc:boc:bocode:s430901
    Note: This module may be installed from within Stata by typing "ssc install lincomest". The module is made available under terms of the GPL v3 (https://www.gnu.org/licenses/gpl-3.0.txt). Windows users should not attempt to download these files with a web browser.
    as

    Download full text from publisher

    File URL: http://fmwww.bc.edu/repec/bocode/l/lincomest.ado
    File Function: program code
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/l/lincomest.sthlp
    File Function: help file
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/l/lincomest_p.ado
    File Function: program code
    Download Restriction: no
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