Hello,
This may be a slightly basic question, but I would really appreciate
a solution... I have two regression estimations which I run
sequentially, and need to get a 95% confidence interval using
coefficients from both these estimations in a non-linear combination.
Specifically, I want to get the (delta-method estimated) 95% conf.
interval for the following expression:
(B01 - B02)/(B11-B12),
where B01 is the intercept of the 1st regression, B02 is the
intercept of the second equation, B11 is a predictor coefficient of
the 1st equation, and B12 is a predictor coefficient of the 2nd
equation.
The models I'm running are univariate regressions, but I'd appreciate
a multi-variate generalization as well. My question centres around
how one can store and recall estimations from previous regressions
while trying to work with a non-linear combination of their
coefficients.
Thank you, and looking forward to hearing from you,
