On Thu, 24 Oct 2002 17:00:27 +0100 (GMT Daylight Time) "Stephen P.
Jenkins" <[email protected]> wrote:
> -_diparm- is a very useful utility for displaying ancillary
> parameters. These parameters are often estimated in a transformed
> metric, but we are interested in the estimate in the original metric.
> Handily, -_diparm- includes several standard transformations as options.
> My questions are:
> 1. In the example below, why does the value for the standard error
> of the ancillary parameter "rho" that gets pumped out by -_diparm- with
> the tanh option differ from the value that I calculated by hand.
Answer: because my formulae for g'(t) was wrong.
It should have been g'(t) = 4*exp(2*`t')/(exp(2*`t') + 1)^2
[My thanks to Daniel Grochulski for pointing this out to me.]
> 2. More generally, why does -_diparm- /not/ produce the "z" and "P > z"
> values? ... and yet it produces a c.i.? [I, for one, would like to
> see "z" and "P > z" reported as well.]
This question still remains, however!
Stephen
----------------------
Professor Stephen P. Jenkins <[email protected]>
Institute for Social and Economic Research (ISER)
University of Essex, Colchester, CO4 3SQ, UK
Tel: +44 (0)1206 873374. Fax: +44 (0)1206 873151.
http://www.iser.essex.ac.uk
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