Computation of standard errors.

ABSTRACT:

Objectives

We discuss the problem of computing the standard errors of functions involving estimated parameters and provide the relevant computer code for three different computational approaches using two popular computer packages.

Study design

We show how to compute the standard errors of several functions of interest: the predicted value of the dependent variable for a particular subject, and the effect of a change in an explanatory variable on the predicted value of the dependent variable for an individual subject and average effect for a sample of subjects. EMPIRICAL APPLICATION: Using a publicly available dataset, we explain three different methods of computing standard errors: the delta method, Krinsky–Robb, and bootstrapping. We provide computer code for Stata 12 and

SUBMITTER: Dowd BE 

PROVIDER: S-EPMC3976195 | biostudies-literature | 2014 Apr

REPOSITORIES: biostudies-literature