English, Article edition: LINCOMEST: Stata module to generate linear combinations of estimators saved as estimation results Roger Newson

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Bookmark: http://trove.nla.gov.au/version/175103
Physical Description
  • code
Language
  • English

Edition details

Title
  • LINCOMEST: Stata module to generate linear combinations of estimators saved as estimation results
Author
  • Roger Newson
Physical Description
  • code
Notes
  • 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.
  • estimation results, confidence intervals
  • RePEc:boc:bocode:s430901
Language
  • English
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