Existing code to calculate confidence intervals after GMM using the Delta Method?
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Hello all,
I am a graduate student in the University of Maryland's Agricultural Resource and Economics Department. I just used the GMM Library written by Mike Cliff to estimate a non-linear model, and would like to use the delta method to calculate confidence intervals around some model predictions.
I was hoping that there was an existing toolkit or function I could use to generate the confidence intervals. Is there existing software I should know about?
Thanks very much for your advice (it is genuinely appreciated),
Seth
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