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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.

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File URL: http://fbe.unimelb.edu.au/__data/assets/pdf_file/0007/801169/1079.pdf
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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
Contact details of provider: Postal: Department of Economics, The University of Melbourne, 4th Floor, FBE Building, Level 4, 111 Barry Street. Victoria, 3010, Australia
Phone: +61 3 8344 5355
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Web page: http://www.economics.unimelb.edu.au
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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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