Combine Regression Coefficients

[Michelle Wuli]

Hello,

I am using lincom in StataSE 15 to compute standard errors, t-stat, p-values and confidence intervals for linear combinations of coefficients derived from regress. Rather than inputting the lincom command for each combination, I would like to run a single command for all the combinations of coefficients I want and output as one table, is this possible or do I have to use a different command.

Example,
regress deg4 age score exper female
lincom _b[_cons] + _b[age]
lincom _b[_cons] + _b[score]
lincom _b[_cons] + _b[exper]
lincom _b[_cons] + _b[female]

Deg4	Coef.	Std. Err.	t	P>|t|	[95% Conf. Interval]
(1)	.2301388	.0197375	11.66	0.000	.1914445	.2688331
(2)
(3)
(4)

Thank you,

[Wouter Wakker]

Unfortunately this is not possible with lincom as it does not support multiple expressions.

You can, however, use nlcom, which is intended for non-linear combinations but can be used for linear combinations as well.

nlcom (_b[_cons] + _b[age]) ///
      (_b[_cons] + _b[score]) ///
      (_b[_cons] + _b[exper]) ///
      (_b[_cons] + _b[female])

[Michelle Wuli]

Thanks Wouter Wakker but it doesn't work. It treats as a single combination

[William Lisowski]

You don't show us the nlcom command you ran, so we have to guess at what you did wrong. The following example works as expected.

. sysuse auto, clear
(1978 Automobile Data)

. quietly regress price weight length

. nlcom (_b[_cons] + _b[weight]) ///
>       (_b[_cons] + _b[length])

       _nl_1:  _b[_cons] + _b[weight]
       _nl_2:  _b[_cons] + _b[length]

------------------------------------------------------------------------------
       price |      Coef.   Std. Err.      z    P>|z|     [95% Conf. Interval]
-------------+----------------------------------------------------------------
       _nl_1 |   10391.24    4309.09     2.41   0.016     1945.578     18836.9
       _nl_2 |   10288.58   4270.377     2.41   0.016     1918.794    18658.37
------------------------------------------------------------------------------

[Michelle Wuli]

William Lisowski, I don't know what I'm doing wrong. I used your sample data and got a different error

[Wouter Wakker]

You're probably running the code from the command window. This doesn't work if your code has multiple lines connected by '///'. Make sure you're running the code from a do-file or remove the forward slashes and put everything on a single line.

[Michelle Wuli]

Thank you. It works perfectly.