Tagged Questions

3
votes
2answers
83 views

Standard error of the quotient of two estimates (Wald estimators) using the delta method

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 ...
2
votes
1answer
480 views

Delta method and correlated variables

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 ...
3
votes
2answers
669 views

How do you calculate standard errors for a transformation of the MLE?

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 ...