umeno
2003-Oct-30 18:19 UTC
[R] Variance of a non-linear combination of the coefficient estiamtes
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