Computation of CV's from OMEGA

From: stuart@c255.ucsf.EDU (S.Beal) Subject: Computation of CV's from OMEGA Date: 26 Sep 1997 20:49:37 -0400 Regarding the comments I made earlier today on this topic, I guess I should remind people that with CL=THETA(1)*EXP(ETA(1)), and when using the FO method, CV=sqrt(omega) is *exactly* the estimated CV, and there is no issue. This is because use of the FO method doesn't allow one to distinguish between this CL model and the model CL=THETA(1)+THETA(1)*ETA(1). This latter model is the one resulting from taking the FO model approximation. (This is one reason why the it is sometimes misleading to mention log normality.) The issue only arises with conditional estimation.