xlincom
computes point estimates, standard errors, t or z statistics, p-values, and confidence intervals for 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). 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.
To install from SSC, type in Stata:
ssc install xlincom, replace
To install from GitHub, type in Stata:
net install xlincom, from(https://raw.githubusercontent.com/WWakker/xlincom/master/) replace
- Stata 8 or higher