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A polar confidence curve applied to Fieller’s ratios

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Abstract

I derive the polar representation of Fieller's estimation of confidence sets for ratios and construct a polar plot of the test statistics for all angles associated with the ratios. This procedure helps in visualizing and clarifying, but also systematizing, the features of the Fieller solution. In conclusion I discuss, using Ramanujan, the case where Fieller's method yields a confidence set covering the entire real line.

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  • Mehlum, Halvor, 2017. "A polar confidence curve applied to Fieller’s ratios," Memorandum 05/2017, Oslo University, Department of Economics.
    • Handle: RePEc:hhs:osloec:2017_005
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    File URL: http://www.sv.uio.no/econ/english/research/unpublished-works/working-papers/pdf-files/2017/memo-05-2017.pdf
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    References listed on IDEAS

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    1. Hirschberg, Joe & Lye, Jenny, 2010. "A Geometric Comparison of the Delta and Fieller Confidence Intervals," The American Statistician, American Statistical Association, vol. 64(3), pages 234-241.
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    More about this item

    Keywords

    Confidence curve; Fieller solution; test;
    All these keywords.

    JEL classification:

    • C30 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - General

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