Does anyone know if there exists any function in SAS that resembles the
"lincom" and "nlcom" of STATA?. These functions computes point
estimates, standard errors, significance levels, confidence intervals,
etc. for linear and non linear combinations of previous estimated
parameters. Down here you've got links to descriptions of the functions of STATA
For linear combinations of parameters, you can use the PLM procedure available with SAS version 9.22. For nonlinear combinations of the parameters, I think you would have to construct IML code for your specific problem.