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

Roger Newson

Statistical Software Components from Boston College Department of Economics

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.

Language: Stata
Requires: Stata version 10.0
Keywords: estimation results; confidence intervals (search for similar items in EconPapers)
Date: 2002-11-21, Revised 2016-07-19
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.
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Downloads: (external link)
http://fmwww.bc.edu/repec/bocode/l/lincomest.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/l/lincomest.sthlp help file (text/plain)
http://fmwww.bc.edu/repec/bocode/l/lincomest_p.ado program code (text/plain)

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