[R] Variance of a non-linear combination of the coefficient estiamtes

umeno umeno at students.uiuc.edu
Thu Oct 30 19:19:00 CET 2003


Hi,

I would like to know if anyone knows how to compute a variance of the 
non-linear combination of the coefficient estimates.

Say, I get a model of

y~c+ax+bz (1)
where x and z are the independent variables, c is the constant estimate, and a 
and b are the coefficient estimates.

Then, I want to know the variance of

b*c/a (2).

How am I going to get it?

In Stata, I can just use "bs" function by defining the regression model (1) 
and the statistic of the interest(2).

Help!!!

Thank you
Soyoko

______________________________________
Ms. Soyoko Umeno
Graduate Research Assitant for the Illinois-Missouri Biotechnology Alliance (IMBA) at http://www.imba.missouri.edu/
Ph.D. Student at the Department of Agricultural and Consumer Economics
at the University of Illinois at Urbana-Champaign
Office Phone: 217-333-3417 or 217-333-0364
Fax: 217-244-4817
Mailing Address: 1301 W. Gregory Dr. MC710, Urbana, IL 61801




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