Title of article
A computational trick for delta-method standard errors
Author/Authors
Leslie E. Papke، نويسنده , , Jeffrey M. Wooldridge، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2005
Pages
5
From page
413
To page
417
Abstract
We show how to compute the standard error for a nonlinear function of regression coefficients using a simple substitution trick. We use the method to obtain a standard error for the long-run effect in a dynamic panel data model
Keywords
Asymptotic standard error , Delta method , nonlinear function , Robust standard error
Journal title
Economics Letters
Serial Year
2005
Journal title
Economics Letters
Record number
435623
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