A polar confidence curve applied to Fieller's ratios

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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Year of publication:	2017
Authors:	Mehlum, Halvor
Publisher:	Oslo : University of Oslo, Department of Economics
Subject:	Confidence curve \| Fieller solution \| test

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Series:	Memorandum ; 05/2017
Type of publication:	Book / Working Paper
Type of publication (narrower categories):	Working Paper
Language:	English
Other identifiers:	895096072 [GVK] hdl:10419/202637 [Handle]
Classification:	C30 - Econometric Methods: Multiple/Simultaneous Equation Models. General
Source:	EconStor

Persistent link: https://www.econbiz.de/10012058707