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

 From meenakshi beri <[email protected]> To <[email protected]> Subject RE: st: Re: st: RE: Ratio of coefficients from two regressions and standard error‏. Date Sat, 3 Dec 2011 21:35:03 +0000

```Thanks a lot, Steve. Your code helped a lot!
Best Regards,Meenakshi
________________________________
Meenakshi Beri
Department of Economics
Wayne State University
[email protected]

----------------------------------------
> Subject: st: Re: st: RE: Ratio of coefficients from two regressions and standard error‏.
> From: [email protected]
> Date: Sat, 3 Dec 2011 16:23:19 -0500
> To: [email protected]
>
>
>
> Bootstrapping the ratio should give good results with fewer assumptions about the regression coefficients.
>
> Steve
> *************CODE BEGINS*************
> sysuse auto, clear
> capture program drop myboot
>
> program myboot, rclass
> reg trunk length
> scalar define b1 = _b[length]
>
> reg weight length
> scalar define b2 = _b[length]
>
> return scalar ratio = b2/b1
> end
>
> bootstrap ratio =r(ratio) , reps(40): myboot
> estat bootstrap, all
> **************CODE ENDS**************
>
> On Dec 2, 2011, at 10:44 AM, meenakshi beri wrote:
>
> Thanks for your reply. One more question -- how to use Fieller's theorem and derive confidence limits using stata in this case?
>
> Meenakshi Beri
> Department of Economics
> Wayne State University
> [email protected]
>
>
> From: [email protected]
> To: [email protected]
> 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: [email protected]
> tel: 0151 7948802
> mob: 0794 983 2775
>
> -----Original Message-----
> From: [email protected] [mailto:[email protected]] On Behalf Of meenakshi beri
> Sent: 02 December 2011 06:08
> To: [email protected]
> 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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```