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Notes on the Construction of Geometric Representations of Confidence Intervals of Ratios using Stata, Gauss and Eviews

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  • Joe Hirschberg
  • Jenny Lye

Abstract

These notes demonstrate how one can define optimization problems whose solutions can be interpreted as the Delta and the Fieller confidence intervals for a ratio of normally distributed parameter estimates. Also included in these notes are the details of the derivation of the slope of a constraint ellipse that is common to both optimizations. In addition, these notes provide an example of how one might generate a graphic representation of both optimization problems using the Stata, Gauss and Eviews statistical computer programs.

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Bibliographic Info

Paper provided by The University of Melbourne in its series Department of Economics - Working Papers Series with number 1079.

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Length: 13 pages
Date of creation: 2009
Date of revision:
Handle: RePEc:mlb:wpaper:1079

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Related research

Keywords: Fieller method; Delta method; marginal ellipse;

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  1. Hirschberg, Joe & Lye, Jenny, 2010. "A Geometric Comparison of the Delta and Fieller Confidence Intervals," The American Statistician, American Statistical Association, vol. 64(3), pages 234-241.
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