I have two coefficients' estimates from a regression, each of which has an estimated standard error. I would like to know the quotient of these two estimates -- that is, divide one of the estimates by ...
I have been reading about the delta method in regards to auto regressive distributed lag models. This is very new to me, so excuse any beginner mistakes. The problem is as follows: We have a model ...
I need to make inference about a positive parameter $p$. To acomodate the positiveness I reparametrized $p=\exp(q)$. Using MLE routine I computed point estimate and s.e for $q$. The invariance ...