[R] variance of combinations of means - off topic

Kjetil Brinchmann Halvorsen kjetil at acelerate.com
Thu Jan 6 00:18:54 CET 2005


Liaw, Andy wrote:

>You could try googling for "delta method".  I believe MASS even has code for
>that...
>
>Andy
>
>  
>
If you have the original data you can bootstrap --- else you need the 
standar errors and
correlation between the means, and can use the delta methos as above. 
You could even
use D or deriv or deriv3 to get the derivatives automatically.

We learnt this (the delta method) in physics class in high school, to be 
able to write
the lab reports.

Kjetil

>>From: Bill Shipley
>>
>>Hello, and please excuse this off-topic question, but I have not been
>>able to find an answer elsewhere.  Consider a value Z that is 
>>calculated
>>using the product (or ratio) of two means X_mean and Y_mean:
>>Z=X_mean*Y_mean.  More generally, Z=f(X_mean, Y_mean).  The standard
>>error of Z will be a function of the standard errors of the means of X
>>and Y.  I want to calculate this se of Z.  Can someone direct me to a
>>reference (text book or other) that gives the solution to 
>>this *general*
>>problem?
>>
>>Thanks.
>>
>> 
>>
>>Bill Shipley
>>
>> 
>>
>>
>>	[[alternative HTML version deleted]]
>>
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>>
>
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-- 

Kjetil Halvorsen.

Peace is the most effective weapon of mass construction.
               --  Mahdi Elmandjra




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