Notes on the Construction of Geometric Representations of Confidence Intervals of Ratios using Stata, Gauss and Eviews
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.
|Date of creation:||2009|
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- 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.
- Anders Alexandersson, 2004. "Graphing confidence ellipses: An update of ellip for Stata 8," Stata Journal, StataCorp LP, vol. 4(3), pages 242-256, September.
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