For example, I want to get a bias-corrected confidence interval for a product of two coefficients from different regression equations:
The first: PM=a0+a1SL+a2SR
The second:OC=b0+b1SR+b2PM+b3SL+b4SR*SL+b5SR*PM
Then what is the bias-corrected confidence interval for a1*b5 using STATA?