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Results tagged with econometrics
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user 25965
Econometrics is a field of statistics dealing with applications to economics.
8
votes
Accepted
How can I compute the standard error of the Wald estimator?
Here is my answer to my question. I hope there is no mistake in calculus.
We have :
$y_{1,i}$ a dichotomous random variable following a Bernouilli distribution with parameter $\mu_{y_1}$
$y_{0,i}$ …
- 934
6
votes
3
answers
4k
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How can I compute the standard error of the Wald estimator?
According to Cameron and Trivedi Microeconometrics 2006, page 98-99, the Wald estimator can be written :
$$
\widehat{\beta}_{Wald} = \frac{(\bar{y_1} - \bar{y_0})}{(\bar{x_1} - \bar{x_0})}
$$
with …
- 934