XLINCOM: Stata module to estimate multiple linear combinations of parameters

Wouter Wakker

Statistical Software Components from Boston College Department of Economics

Abstract: xlincom computes point estimates, standard errors, t or z statistics, p-values, and confidence intervals for single or multiple linear combinations of coefficients as well as their covariances. nlcom is also able to do this, but xlincom is much faster (up to 300 times for complex models), and supports the same syntax as lincom in most cases. xlincom internally calls lincom for each linear combination and extracts estimates and variances from its output. It has an optional post option to post estimation results for subsequent testing or exporting with pretty table commands.

Language: Stata
Requires: Stata version 8
Keywords: linear combinations; lincom; estimation (search for similar items in EconPapers)
Date: 2020-05-05, Revised 2023-09-25
Note: This module should be installed from within Stata by typing "ssc install xlincom". 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/x/xlincom.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/x/xlincom_p.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/x/xlincom.sthlp help file (text/plain)

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Persistent link: https://EconPapers.repec.org/RePEc:boc:bocode:s458779

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