Hi Irene,
The result depends on the joint distribution of
x1,x2,y1,y2. The mean (or the variance) not always
exist (if, for example, all of them are independent
and normally distributed).
One possibility to estimate mean and variance is to
use simulation (once you verify that they exist!!!).
Rega
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
L PROTECTED]>
Sent: Monday, February 18, 2008 3:22 PM
Subject: [R] mean and variance of ratio
> Hi all!
>
>
>
> I try to estimate a statistic of the form: (x1-x2)/(y1-y2), where
> x1,x2,y1,y2 represent variable means, so each has an estimate and
> standard error associat
Hi all!
I try to estimate a statistic of the form: (x1-x2)/(y1-y2), where
x1,x2,y1,y2 represent variable means, so each has an estimate and
standard error associated with it.
How is it possible to estimate the mean and the variance of this ratio?
Thank you!
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