Hello,
I have estimated a system of equations and got the results. One of the values I take is the inverse of a coefficient, so I calculate the value by 1/c(2) to get the value im interested in. However, doing this with the standard error to measure significance creates an implauisibly large s.e., is this the correct s.e. value?
Thanks!
Standard Errors of coefficients
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startz
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Re: Standard Errors of coefficients
No. You need to look up the "delta method." Or you can use EViews directly to test 1/c(2) = 0.
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