Definition of The Delta Method: The delta method gives the distribution of a function of random variables for which one has a distribution. In particular, for the function g(b,l), where b and l are estimators for true values b0 and l0:
g(b,l) ~ N(g(b0,l0), g'(b,l)var(b,l)g'(b,l)') (Econterms)
Terms related to The Delta Method:
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