Hi Dorothy,
If you want an actual formula for the
confidence limits, there is no simple answer to this, and it not only depends
on the shape of the distribution of the three variables, but it also depends
strongly on the correlations among the variables, i.e. how strongly they are
related to one another. Prepare for some Taylor series expansions and a lot of good
old-fashioned pencil scratching, for which this handy summary on means and
variances of ratios may come in handy:
http://www.stat.cmu.edu/~hseltman/files/ratio.pdf
Your alternative, assuming you have at
least several hundred values of each variable, is to make a bootstrap estimate.
To get started down that path, Google “Bootstrapping” and check out
the help for the S-plus “bootstrap()” function.
Alan
Alan Hochberg
VP, Research
ProSanos Corporation
225 Market St. Ste. 502,
Harrisburg, PA 17101
Tel
717-635-2124 * Fax 717-635-2575
From:
s-news-owner@lists.biostat.wustl.edu
[mailto:s-news-owner@lists.biostat.wustl.edu] On
Behalf Of dorothy pang
Sent: Wednesday, February 25, 2009
10:33 PM
To: s news
Subject: [S] Confidence interval
for transformed variables
Dear all,
I have obtained 95% CI for variables X, Y and W, and would like to obtain the
95% CI for the following new variable:
A= W+(In X)/Y
Please may I seek advice on how to go about obtaining the 95% CI for the newly
derived variable A in Splus?
Thanks in advance.
Warm regards
Dorothy
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