nlcom and the Delta Method

The delta method approximates the expectation of some function of a random variable by relying on a (truncated) Taylor series expansion. In plain words, that means that one can use the delta method to calculate confidence intervals and perform hypothesis tests on just about every linear or nonlinear transformation of a vector of parameter estimates. Stata’s procedure nlcom is a particularly versatile and powerful implementation of the delta method. If you can write down the formula of the transformation, nlcom will spit out the result. And that means that you can abuse Stata’s built in procedures to implement your own estimators.

New Publication: The Left, East vs West, and the 2009 Election

VS/Springer has just published the a massive volume on the 2009 Bundestag election. Our chapter looks (once more) into the differences between voters in the former Federal Republic and their eastern compatriots in the 2009 election. While these differences persist, we find that people in the West are also deviating from traditional patterns of voting behaviour. (In German)