Thomas Lumley • 6/15/2024

Automatic transformation of standard errors?

This technical article discusses implementing automatic delta-method transformations for variance estimates (standard errors) when performing mathematical operations on statistical objects in R, specifically focusing on the 'survey' package. It details the creation of a custom class ('deltatest') and the use of group generic functions (Math, Ops) to propagate variance matrices correctly after transformations like log(), sin(), or arithmetic, ensuring accurate statistical inference.

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#statistics #R #Survey Package