/xlincom

Multiple linear combinations of parameters

Primary LanguageStataMIT LicenseMIT

xlincom

Description

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.

Installation

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

Requirements

  • Stata 8 or higher