The polar confidence curve for a ratio

Halvor Mehlum

Photo: Econometric Reviews

Published in:

Econometric Reviews, March 2019.

DOI: 10.1080/07474938.2019.1580951

Abstract

Based on Fieller’s method for the estimation of a confidence set for a ratio, I construct a polar plot of the test statistics for all angles associated with the ratio. This polar confidence plot clarifies and systematizes the inherent properties of the confidence set for ratios and, in particular, determines how the confidence set may be uninformative or disconnected.

Published July 24, 2019 11:04 AM - Last modified July 24, 2019 11:04 AM