A note on the delta method

By G. Oehlert. 1992

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Citations in the corpus

All Models are Wrong, but Many are Useful: Learning a Variable’s Importance by Studying an Entire Class of Prediction Models Simultaneously (2018, methodology): “The mean, variance, and asymptotic distribution of the estimator M̂Rdifference(f) := êswitch(f)− êorig(f) can be easily determined using results for U-statistics, without the use of the delta method (Dorfman, 1938; Lehmann and Casella, 2006; see also Ver Hoef, 2012).”
Truncated Importance Sampling (2008, methodology): “In principle, the Delta method may allow the interpretation of (B.2) and (B.3) as limiting moments, regardless of whether Nn and Dn have a Gaussian limit (Oehlert 1992).”
Expected utility theory and prospect theory: one wedding and a decent funeral (2009, methodology): “linear function of κ can be easily calculated from the estimates, and the “delta method” used to provide estimates of the standard errors and p-values ( Oehlert 1992 ).”
Enjoying the Quiet Life under Deregulation? Evidence from Adjusted Lerner Indices for U.S. Banks (2012, methodology): “Based on parameter estimates in the pre-IBEEA 1976 to 1996 period shown in columns 1 and 2 of table 9, we compute the total marginal effects and standard errors (Oehlert, 1992) of deregulation on efficiency scores graphically illustrated in figure 2.”
The coefficient of determination R2 and intra-class correlation coefficient from generalized linear mixed-effects models revisited and expanded (2016, unknown): “This application of the delta method uses a second-order Taylor series expansion [18,30].”
Combined effects of two stressors on Kenyan coral reefs are additive or antagonistic, not synergistic (2010, methodology): “We calculated the variance of the fishing effect size from the delta method, which is a mathematical method used to calculate the variance of a function from the variances of the individual input variables (see Oehlert 1992; Casella & Berger 2001).”
Review and evaluation of penalised regression methods for risk prediction in low‐dimensional data with few events (2015, methodology): “Despite these issues, if one wishes to calculate confidence intervals for the predicted probabilities, these may be obtained using the Delta method [32] after first using bootstrap to estimate var(β).”
Parental education, class and income over early life course and children's achievement (2016, methodology): “We also estimate the confidence intervals or standard errors for each proportion using the delta method (Agresti, 2002; Oehlert, 1992).”
The impacts of roads and other infrastructure on mammal and bird populations: a meta-analysis. (2010, methodology): “…variance for each ratio, which was calculated by using the Delta Method (4), a first-order approximation of the variance of a ratio of two random variables (Oehlert, 1992; Winzer, 2000). r2Risd ¼ A2isd A2isc A2isd r2Aisd þ A 2 isc r2Aisc 2q rAisd rAisc Aisd Aisc " # ð4Þ In this equation r2Aisd…”