As an example of how the variances of difference measures are calculated, the derivation of approximate variance or SE for RR is shown as follows (uses multivariate delta method):
Showing posts with label delta method. Show all posts
Showing posts with label delta method. Show all posts
Wednesday, January 26, 2011
Transformation for CI construction
To facilitate construction of confidence intervals, it is common to transform parameters. Delta method can he used to derive the approximate variance in that case. Here is the general theory for logarithmic transformed parameters:
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