sorry for the typo in my first e-mail, I was talking about SIGMAs, not
OMEGAs, Below is the corrected version
Leonid
Paul,
In thetas, SE% refers to SE% of SD while in SIGMAs it refers to
variances (SD^2). To make them identical, use
Dear Paul,
You can use the delta method to compute the variance and expected value of a
transformation, which is square in your case.
given y=theta^2
E(y)=theta^2
Var(y)=Var(theta)+(2*theta)^2 ; the later portion is square of the first
derivative of y with respect of theta.
In
