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Re: st: AW: confidence interval of a ratio of coefficients


From   Steve Samuels <sjsamuels@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: AW: confidence interval of a ratio of coefficients
Date   Wed, 7 Apr 2010 13:21:47 -0400

Martin is right, but I think that this calculation is better done on
the log  of the  ratio and then converted back to the ratio scale.  In
that way, the CIs for  x/y and y/x  will be compatible.

Steve

On Wed, Apr 7, 2010 at 11:53 AM, Martin Weiss <martin.weiss1@gmx.de> wrote:
>
> <>
>
>
>
> *************
> sysuse auto, clear
> logit foreign rep78 price weight
> nlcom (ratio: _b[price]/_b[weight])
> *************
>
>
>
> HTH
> Martin
>
>
> -----Ursprüngliche Nachricht-----
> Von: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu] Im Auftrag von Shehzad Ali
> Gesendet: Mittwoch, 7. April 2010 17:50
> An: Stata List
> Betreff: st: confidence interval of a ratio of coefficients
>
> Dear listers,
>
> I am modelling choice behaviour using a logit model. I want to calculate the marginal rates of subsititution of the attributes of choice alternatives by taking the ratio of coefficients (similar to what people do when calculating willingness to pay estimates by taking attribute/cost coefficients). I need help with calculating the confidence interval around the ratio of two coefficients.
>
> Any help would be appreciated.
> Shehzad
>
>
>
>
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-- 
Steven Samuels
sjsamuels@gmail.com
18 Cantine's Island
Saugerties NY 12477
USA
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