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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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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.

Suggested Citation

  • Joe Hirschberg & Jenny Lye, 2009. "Notes on the Construction of Geometric Representations of Confidence Intervals of Ratios using Stata, Gauss and Eviews," Department of Economics - Working Papers Series 1079, The University of Melbourne.
  • Handle: RePEc:mlb:wpaper:1079
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    File URL: http://fbe.unimelb.edu.au/__data/assets/pdf_file/0007/801169/1079.pdf
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    as
    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.
    2. 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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    Keywords

    Fieller method; Delta method; marginal ellipse;

    JEL classification:

    • C8 - Mathematical and Quantitative Methods - - Data Collection and Data Estimation Methodology; Computer Programs
    • C80 - Mathematical and Quantitative Methods - - Data Collection and Data Estimation Methodology; Computer Programs - - - General
    • C88 - Mathematical and Quantitative Methods - - Data Collection and Data Estimation Methodology; Computer Programs - - - Other Computer Software
    • C89 - Mathematical and Quantitative Methods - - Data Collection and Data Estimation Methodology; Computer Programs - - - Other

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