Title: XLINCOM: Stata module to estimate multiple linear combinations of parameters
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.
Publication Year: 2020
Publication Date: 2020-01-01
Language: en
Type: article
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