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0
votes
1
answer
179
views
Delta method confusion
I am supposed to use the delta method to find the limiting distribution for $$\sqrt{n}\left(\frac{\overline{X}_n}{1-\overline{X}_n} - \frac{E(X)}{1-E(X)}\right)$$ where $f(x, \theta)=\theta x^{\theta-1 … I'm utterly lost on how to do this, as this doesn't line up with how he briefly explained the Delta method in class. …
1
vote
0
answers
732
views
Understanding the delta method
I'm trying to work on #1 from Chapter 15 of Greene's Econometric Analysis and I'm confused about how to use the Delta method. … /n
\end{bmatrix}
$$
My question is how to properly apply the Delta method. …
6
votes
2
answers
619
views
Delta method vs actual expectation
.$$
I am trying to figure out where the "Delta method" is wrong here: If $(x-\mu) \sim N(0,\sigma^2)$, then
$$(f(x)-f(\mu)) \sim N(0,\sigma^2 f'(\mu)^2).$$
The Delta method using $f(x) = e^x$ will imply …
5
votes
1
answer
3k
views
Delta method and correlated variables
They propose to calculate the standard error using the delta method. … You can also see the estimated standard error using the delta method is much larger than the ones estimated using other methods. …
6
votes
2
answers
924
views
Delta method for Poisson ratio
I would like to find the asymptotic distribution of $$\frac{\overline X}{\overline X + \overline Y }$$ using delta method. … I would appreciate thoughts on how delta method can be applied in this scenario. …
1
vote
1
answer
1k
views
Delta Method Confidence Intervals
From initial research it seems that I can use the delta method for this calculation, but am not sure how to do so. Can anyone help with this? …
3
votes
0
answers
362
views
Standard errors with delta method
Under the table there's a small note that SE were calculated via "delta method". … Ideally both, "on paper" and in R using the "delta method".
So far I have tried alr3 package and its deltaMethod() function. I tend get to the right estimate but the SE is 0.00000. …
4
votes
1
answer
414
views
Proving the delta method
I am interested in proving the delta method, where we show that
$$\sqrt{n}(g(Y_n) - g(\theta)) \overset{\text{Dist}}{\to} \text{N}(0, \sigma^2 g'(\theta)^2).$$
We use Taylor expansion where
$$g(Y_n) …
9
votes
1
answer
4k
views
How to interpret the Delta Method?
I'm reading through https://www.statlect.com/asymptotic-theory/delta-method it defined the Delta Method as:
The delta method is a method that allows us to derive, under
appropriate conditions, the …
3
votes
1
answer
8k
views
estimation of population ratio using delta method [closed]
am writing a seminar on estimation of population ratio using delta method and am having problem on the literature review.
i have written the introduction but need help on on how to use delta method to …
4
votes
0
answers
948
views
Delta Method vs. Lognormal
On the other hand, by the Delta method we know
$$
\sqrt{n}(\hat{\theta}_n - \theta) \xrightarrow d \mathcal{N}\left(0, \frac{\theta^2}{F}\right),
$$
and so for large $n$ we can alternatively estimate the … \end{align*}
I feel uneasy about this because it seems the lognormal is more natural in this case because $\theta > 0$, but then again the Delta method seems correct, too. …
2
votes
1
answer
939
views
Delta method for ratio metrics
The in-house statistical software I inherited uses a delta correction or delta method for that and before blindly using that I would rather like to understand what this method does. … Also, I would be interested in whether there is something I can test the distribution against which would allow me to omit the delta correction. …
5
votes
1
answer
946
views
Delta method for non-normal variables
Is the delta method valid also for non-normal variables?
Claim:
Let $\sqrt{n}(\hat{X}_n-\theta) \xrightarrow{d} \hat{f} $.
With $\hat f$ having a finite distribution. … Where can I find such generalizations of the delta method? …
1
vote
1
answer
125
views
Reference needed for Delta method
I came to know from somewhere that there is a technique called delta method which can be used to approximate the distribution of a function of a random variable using the distribution of the random … Can someone kindly refer me to some links\books wherein this method is discussed? …
1
vote
0
answers
703
views
Delta method for vector valued functions
.
$$
I am interested in a quantity $\mathbf{h}(B):\ \mathbb{R}^m\rightarrow\mathbb{R}^p$, and would like to use delta method to approximate the asymptotic distribution. … When $p=1$, multivariate Delta method would provide
$$
\sqrt{n}(\mathbf{h}(B)-\mathbf{h}(\beta))\rightarrow\mathcal{N}(0,\nabla\mathbf{h}(\beta)^T\cdot\Sigma\cdot\nabla\mathbf{h}(\beta)).
$$
Can we say …