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chuci
2001 Dec 21
1
pure statistical question
Dear all,
This is a pure statistical question, not necessarly related to R.
I could not find it in literature.
Suppose I'm intersted in a parameter rho, say, equal to:
r=beta1/beta2,
where beta1 and beta2 come from a linear model y=beta0+beta1X1+beta2X2+....
Fitting the model I can get the (biased) estimate of r=b1/b2, where b1 and
b2 are the estimates in the regression model; I can get the