[R] mean and variance of ratio

Christian Ritz ritz at life.ku.dk
Mon Feb 18 15:53:25 CET 2008


Dear Irene,

if you have a vector of estimates of x1, x2, y1, y2 and the 
corresponding estimated variance-covariance matrix (accessible through 
the method "vcov"), then one possibility is to use the function 
delta.method() in the package alr3 (on CRAN).

This function returns:

1) an estimate of the ratio (which is simply obtained by plugging in 
the estimates of x1, x2, y1, y2) and

2) an approximate, large-sample standard error of the estimated ratio




Christian



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