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new MARK book chapter - Delta method

PostPosted: Tue Nov 29, 2005 10:27 pm
by egc
Frequently, it is of interest to derive estimates of the sampling variance for functions of parameters you estimate with MARK (e.g., variance of an estimate of the product of several consecutive survival values). A common approach to doing so makes use of what is known as the Delta method.

Since the basic question of "what is the Delta method?', or 'How do I use the Delta method?' comes up often enough, I've cobbled together a new appendix (Appendix B) which gives the basic details. The appendix is in 'late draft' stage, but I've decided to put it online now to let users help me with the 'debugging'.

I've also finished a rebuild of the entire book - a number of chapters have had minor tweaks - mostly bug fixes (typos here and there...), so if its been >2 months since you last downloaded the book (current version is ~450 pages), I'd suggest now is a good time to do so.

updated Delta method chapter

PostPosted: Fri Dec 02, 2005 11:45 am
by egc
I've just posted an updated version of the appendix describing the Delta method. It now has many more 'worked examples', to assist folks in figurin gout when/how to use the approach.

I've also slightly tweaked the individual covariates chapter (Chapter 12), making reference to some of the new items in the new Delta method appendix.