Adding up the coefficient, with standard errors, first differences (panel data)

[Feodora Bayles]

Hello,

Is there a way in Stata to sum up multiple lagged coefficient of the same variable in a first differences model? That could be done by hand, but then how can the standard errors can be calculated?

[Feodora Bayles]

Developing on this a bit, currently I have this regression table:





I would like the sum of the coefficient in the same structure,like this, only with the right standard errors (and also the coefficients are not necessary identical).

[Feodora Bayles]

Any idea anyone?

[Phil Bromiley]

You'll increase your chances of a helpful answer if your follow the FAQ asking questions - provide Stata code in code delimiters, Stata output, and sample data using dataex. With sample data, we might be able to replicate your problem and be more helpful. We also don't respond well to pictures.

If, after you run your procedure (say regress), you run "regress, coefl", it will tell you how to refer to each parameter value in the model. You can then use local macros to calculate the values you want.

[Clyde Schechter]

To get sums of coefficients and corresponding standard errors, use the -lincom- command. -help lincom- for details.