Stata: Delta Method


Consider the following:

reg y x1
==> yields coefficient _b[x1]

reg y x2
==> yields coefficient _b[x2]

Suppose I want to run the following post-estimation command:

nlcom _b[x1]/_b[x2]

Is there any way to do this? After the second regression the information from the first regression is deleted from memory. I could include the command

estimates store reg1

and later

estimares restore reg1

to bring them back. But once they're restored I lose the information from the regression.


Hey Bowser,

I hope you found a solution. If not, I suggest simultaneous estimation of the two equations:

reg3 (eq1 : y x1) (eq2 : y x2)
nlcom [eq1]_b[x1]/[eq2]_b[x2]

Hope this helps !