[R] mean and variance of ratio
Christian Ritz
ritz at life.ku.dk
Mon Feb 18 15:53:25 CET 2008
Dear Irene,
if you have a vector of estimates of x1, x2, y1, y2 and the
corresponding estimated variance-covariance matrix (accessible through
the method "vcov"), then one possibility is to use the function
delta.method() in the package alr3 (on CRAN).
This function returns:
1) an estimate of the ratio (which is simply obtained by plugging in
the estimates of x1, x2, y1, y2) and
2) an approximate, large-sample standard error of the estimated ratio
Christian
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