Notes on the Construction of Geometric Representations of Confidence Intervals of Ratios using Stata, Gauss and Eviews

Joe Hirschberg and Jenny Lye
Authors registered in the RePEc Author Service: Joseph Gerald Hirschberg and Jeanette Ngaire Lye

No 1061, Department of Economics - Working Papers Series from The University of Melbourne

Abstract: These notes demonstrate how one can define optimization problems whose solutions can be interpreted as the Delta and the Fieller confidence intervals for a ratio of normally distributed parameter estimates. Also included in these notes are the details of the derivation of the slope of a constraint ellipse that is common to both optimizations. In addition, these notes provide an example of how one might generate a graphic representation of both optimization problems using the Stata, Gauss and Eviews statistical computer programs.

Keywords: Fieller method; Delta method; marginal ellipse (search for similar items in EconPapers)
Pages: 13 pages
Date: 2009
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Working Paper: Notes on the Construction of Geometric Representations of Confidence Intervals of Ratios using Stata, Gauss and Eviews (2009)
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