Re: [R] mean and variance of ratio

From: Christian Ritz <ritz_at_life.ku.dk>
Date: Mon, 18 Feb 2008 15:53:25 +0100

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 the ratio (which is simply obtained by plugging in the estimates of x1, x2, y1, y2) and
  2. an approximate, large-sample standard error of the estimated ratio

Christian



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