[R] Calculation of standard error for a function
David Winsemius
dwinsemius at comcast.net
Sat Mar 3 01:35:47 CET 2012
On Mar 2, 2012, at 7:05 PM, Duncan Murdoch wrote:
> On 12-03-02 4:47 PM, Jun Shen wrote:
>> Dear list,
>>
>> If I know the standard error for k1 and k2, is there anything I can
>> call in
>> R to calculate the standard error of k1/k2? Thanks.
>
> No, because it depends on the joint distribution of k1 and k2. Even
> if you knew they were independent, that would not be sufficient
> (though you could use the delta method to get an approximation in
> that case; look it up).
A nice article with useful information on three approaches to this
problem appeared in BMC Medical Research Methodoogy:
"Methods for confidence interval estimation of a ratio parameter with
application to location quotients", by Beyene and Moineddin.
http://www.biomedcentral.com/1471-2288/5/32
Both were at Department of Public Health Science, University of
Toronto, Toronto, Ontario, Canada, when this appeared in 2005. I
thought they might have been neighbors of yours, Duncan, but I looked
at a map and see that my understanding of Ontario geography is not
particularly accurate.
>
> Duncan Murdoch
>
>>
>> Jun
--
David Winsemius, MD
West Hartford, CT
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