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Standard Errors of coefficients

Posted: Fri Jun 19, 2015 2:09 am
by PoachedWonk
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!

Re: Standard Errors of coefficients

Posted: Fri Jun 19, 2015 6:28 am
by startz
No. You need to look up the "delta method." Or you can use EViews directly to test 1/c(2) = 0.