[R] variance of combinations of means - off topic
Spencer Graves
spencer.graves at pdf.com
Thu Jan 6 17:41:54 CET 2005
Of course, the delta method is terrible when the first derivative
is small relative to the curvature. In that case, you either need to
consider bootstrap, Monte Carlo, permutation testing, as suggested by
Venables and Ripley in MASS and S Programming, or possibly using a
higher order Taylor series expansion.
spencer graves
Thomas Lumley wrote:
> On Wed, 5 Jan 2005, Kjetil Brinchmann Halvorsen wrote:
>
>> Liaw, Andy wrote:
>>
>>> You could try googling for "delta method". I believe MASS even has
>>> code for
>>> that...
>>
>
> I believe you are thinking of an example in S Programming, which does
> automatic differentiation and the delta method.
>
> -thomas
>
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