[R] Calculation of standard error for a function

David Winsemius dwinsemius at comcast.net
Sat Mar 3 01:35:47 CET 2012


On Mar 2, 2012, at 7:05 PM, Duncan Murdoch wrote:

> On 12-03-02 4:47 PM, Jun Shen wrote:
>> Dear list,
>>
>> If I know the standard error for k1 and k2, is there anything I can  
>> call in
>> R to calculate the standard error of k1/k2? Thanks.
>
> No, because it depends on the joint distribution of k1 and k2.  Even  
> if you knew they were independent, that would not be sufficient  
> (though you could use the delta method to get an approximation in  
> that case; look it up).

A nice article with useful information on three approaches to this  
problem appeared in BMC Medical Research Methodoogy:

"Methods for confidence interval estimation of a ratio parameter with  
application to location quotients", by Beyene and Moineddin.
http://www.biomedcentral.com/1471-2288/5/32

Both were at Department of Public Health Science, University of  
Toronto, Toronto, Ontario, Canada, when this appeared in 2005. I  
thought they might have been neighbors of yours, Duncan, but I looked  
at a map and see that my understanding of Ontario geography is not  
particularly accurate.

>
> Duncan Murdoch
>
>>
>> Jun
-- 
David Winsemius, MD
West Hartford, CT



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