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RE: st: RE: Ratio of coefficients from two regressions and standard error‏.


From   meenakshi beri <berimeenakshi@hotmail.com>
To   <statalist@hsphsun2.harvard.edu>
Subject   RE: st: RE: Ratio of coefficients from two regressions and standard error‏.
Date   Fri, 2 Dec 2011 15:44:57 +0000

Thanks for your reply. One more question -- how to use  Fieller's theorem  and derive confidence limits using stata in this case?

Meenakshi Beri
Graduate Teaching Assistant
Department of Economics
Wayne State University
dy5651@wayne.edu


> From: Paul.Silcocks@liverpool.ac.uk
> To: statalist@hsphsun2.harvard.edu
> Subject: st: RE: Ratio of coefficients from two regressions and standard error‏.
> Date: Fri, 2 Dec 2011 09:23:04 +0000
> 
> On the assumption that the two regression coefficient estimates have a Normal distribution, their ratio would have a Cauchy distribution (with no defined variance) if their correlation is zero.  If the correlation is non-zero the exact distribution is complicated, though under certain conditions it tends to a Normal distribution.
> 
> You'd be better off instead using Fieller's theorem to obtain confidence limits rather than estimating the standard error
> 
> Paul Silcocks BM BCh, MSc , FRCPath, FFPH, CStat
> Senior statistician,
> Cancer Research UK Liverpool Cancer Trials Unit 
> University of Liverpool
> Block C Waterhouse Building
> 1-3 Brownlow Street
> L69 3GL 
> 
> email:  paul.silcocks@liverpool.ac.uk
> tel: 0151 7948802
> mob: 0794 983 2775
> 
> -----Original Message-----
> From: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of meenakshi beri
> Sent: 02 December 2011 06:08
> To: statalist@hsphsun2.harvard.edu
> Subject: st: Ratio of coefficients from two regressions and standard error‏.
> 
> Hello Statalist,
> I am running a fixed effects regression followed by an auxiliary regression to capture the coefficient of time invariant variables. I want to estimate the ratio of two coefficients from these two regressions respectively along with the standard error of the ratio. How can I estimate the ratio and standard error?
> Thanks,Meenakshi BeriWayne State University 		 	   		  
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