Hello Jakob,
I remember I developed code at one point to calculate a SE on a typical
clearance which was a function of four covariates..
The general method is to use formula incorporating partial derivatives with
respect to each parameter.
Hi Jakob,
The derivation for your expression comes from a first-order approximation of
the variance often referred to as the delta method in the statistical
literature. The approximation is:
Var(f(x)) ~= [f'(x)^2]Var(x) or equivalently, SE(f(x)) ~= f'(x)SE(x)
If we want SE(omega) but have the
Jakob
I am not sure that the formula that you present is correct:
sqrt(SE.OMEGAnn)/(2*sqrt(OMEGAnn))*100%
I think, you do not need to take sqrt(). This is what I would use
SE.OMEGAnn/(2*OMEGAnn)*100%
Note that your S-plus function also does not take a sqrt, so it could be
just a typo.
