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Re: st: -_diparm- (and its tanh option)

From   "Stephen P. Jenkins" <>
Subject   Re: st: -_diparm- (and its tanh option)
Date   Thu, 24 Oct 2002 18:10:38 +0100 (GMT Daylight Time)

On Thu, 24 Oct 2002 17:00:27 +0100 (GMT Daylight Time) "Stephen P. 
Jenkins" <> wrote:

> -_diparm-  is a very useful utility for displaying ancillary 
> parameters. These parameters are often estimated in a transformed 
> metric, but we are interested in the estimate in the original metric. 
> Handily, -_diparm- includes several standard transformations as options.
> My questions are:
> 1. In the example below, why does the value for the standard error 
> of the ancillary parameter "rho" that gets pumped out by -_diparm- with 
> the tanh option differ from the value that I calculated by hand.

Answer: because my formulae for g'(t) was wrong.
It should have been g'(t) = 4*exp(2*`t')/(exp(2*`t') + 1)^2 
[My thanks to Daniel Grochulski for pointing this out to me.]

> 2. More generally, why does -_diparm- /not/ produce the "z" and "P > z" 
> values?  ... and yet it produces a c.i.?  [I, for one, would like to 
> see "z" and "P > z" reported as well.]

This question still remains, however!

Professor Stephen P. Jenkins <>
Institute for Social and Economic Research (ISER)
University of Essex, Colchester, CO4 3SQ, UK
Tel: +44 (0)1206 873374. Fax: +44 (0)1206 873151.

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