An interval of random variables, depending on observed data, which, with a fixed probability, contain an unknown parameter of interest.

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8 views

time-series forecasting - predicting av. error intervals

I should start with the disclaimer I'm not proficient with R or heavier statistical terminology, sadly! Nevertheless I create sales forecasts (using different methods such as holt-winters), and I'm ...
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2answers
26 views

Calculating upper and lower bounds of the probability of outcome i occuring?

Let's say we observe a sample choosing between three possible outcomes: a, b, and c. We can then easily calculate the probability of an individual choosing outcome a: # people choosing a / total # ...
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15 views

Looking for a better post-hoc analysis

I'm a PhD student in Neuroscience, with a master degree in Psychology and I use R for my statistical analyses. As you know, in NHST usually post-hoc analysis in continuous data are essentially ...
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24 views

Simple example of confidence intervals

I'm looking for an example for confidence intervals similar to the following but has only one continuous interval. The following confidence interval is two separate set each of which only contain one ...
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2answers
78 views

Using bootstrap to obtain sampling distribution of 1st-percentile

I have a sample (of size 250) from a population. I do not know the distribution of the population. The main question: I want a point estimate of the 1st-percentile of the population, and then I want ...
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37 views

Parameter distribution from profile likelihood

This question is regarding profile likelihood to obtain CI of parameters. There is a published parameter values that best fits (using minimum chi square)the data for some mathematical model say ...
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1answer
10 views

Confidence interval from summaries in JMP

If i only have mean, std dev. and number of observations is it then possible to generate af 95% confidence interval or a Chi squared test in JMP using only these summaries as input?
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0answers
30 views

Profile likelihood confidence intervals = (-Inf Inf) in a glmer {lme4_1.1-7}

I fitted a mixed logit model with crossed random effects in lme4_1.1-7::glmer (R version 3.1.1 / OS X 10.9.4 Mavericks). Had to simplify the maximal random-effect ...
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36 views

Confidence interval for precision and recall in classification

I have implemented a classifier and I can calculate the precision and recall when testing the classifier (two classes) in the test set(>100). Is it meaningful to talk about the confidence interval for ...
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1answer
21 views

Sampling: the % of homeowners who own at least 2 TVs

It is planned to conduct a study on the percentage of homeowners who have at least two TVs. What should be the sample size if we want to ensure that $95\%$ of estimation error is less than ...
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1answer
21 views

Back transformation with power function

I have the following distribution, where each observation represents a metric. $Metric = \frac{NExplored Nodes \times NGenerated Nodes}{NRepeated Nodes}$ This metric is highly correlated (0.99637) ...
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1answer
29 views

Does the calculation of error bars in lme4 require the Cosineau (2005) correction?

In Cosineau (2005) a method for calculating within-subject design error bars which removes the between subjects variance before calculating confidence intervals, error bars and so on is suggested. I ...
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16 views

confidence interval for aggregated expectation from logistic regression

My model steps: 1.I fitted a logistic regression model $Y\sim X$; 2.then get the probability $P(Y=1)$ for each record; 3.then I summed the probability $R = \sum_i(P_i(Y=1))$ to be the expected return, ...
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34 views

ranking based on lower confidence interval

I have a database of bridge scores from a local bridge club that effectively contains for this question, three fields: name, ...
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0answers
35 views

How to report confidence intervals for an interaction?

I have a significant interaction in a repeated measures ANOVA. Two groups in my data are significantly different from one another. In order to report the overall confidence intervals, when I report ...
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1answer
27 views

different HRs and corresponding CIs with cph and coxph

I tried a model using cph and coxph: ...
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1answer
23 views

testing significance from a non-normal simulated distribution with CIs

Say we have a value B =-0.9631366 of a population level parameter from a real population. Then we use simulations based on some mechanistic knowledge of the ...
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14 views

Extending a bootstrap confidence interval to a larger population with a non-normal distribution

Using Python/SciPy I calculated a bootstrapped CI on my sample. ...
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15 views

How do I infer parameter confidence limits using constant error function contours when errors are not normal?

A recognised method for estimating confidence intervals on parameters is to make use of constant chi-square boundaries which relate a specific contour on the chi-squared error function to a bound on ...
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2answers
83 views

How to calculate confidence intervals in a GLM using the profile likelihood?

I've been trying to better understand how JMP does regression and associated models. I can compute the correct parameter estimates for a GLM, by using iteratively re weighted least squares. But now ...
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2answers
161 views

Why do we have to assume normality for a one-sample t-test?

As a consequence of the central limit theorem the sampling distribution of the sample means will always be normal whatever is the distribution of the variable we measure. From our sample we can ...
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56 views

Why do my boostrapped CI's (using boot.ci in R) not include the point estimate?

I'm interested in estimating an average treatment effect $$ \operatorname{ATE}\left(A', A''\right) = \mathbb{E}\left( Y\ |\ A'' \right) - \mathbb{E}\left( Y\ |\ A' \right) $$ with a generalized ...
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40 views

Proper normalized cross-correlation

I'm confused with the widely used approach to compute the normalized cross-correlation which is something like this: Standardize the argument vectors (of equal length $n$). Slide one over the other ...
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1answer
37 views

Manual calculation of variance-covariance from published confidence intervals

I would like to obtain the variance-covariance matrix from a published set of regression outputs. These outputs provide a mean value and confidence intervals. I will convert the confidence intervals ...
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8 views

Selecting optimal model when only smoothed data available?

I have a graph of some (highly nonlinear) experimental spectrum which is obtained by smoothing results of several repeated measurements obtained by different experimental methods. The graph also ...
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1answer
80 views

Confidence interval for the ratio of two related proportions (glass ceiling index)

I would like to compute the confidence interval of the glass ceiling index (GCI), which aims to measure gender inequality in Academia. According to "She Figures", the GCI is defined as follow: The ...
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2answers
53 views

Confidence interval for $\eta^{2}$ for MANOVA in R

I have to report the Confidence Intervals for the $\eta^{2}$ obtained in a MANOVA in R. I use the function etasq of the package heplots to obtain the $\eta^{2}$. ...
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1answer
156 views

Why is my confidence interval wrong?

I'm working through the questions in this book. One question asks to construct a 90% confidence interval when the variable has a mean of 11 and a standard deviation of 1.8, and n = 4. Here's my ...
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14 views

Summary statistics & CIs for sample variances from multiple populations

Suppose $X_i$ are $n$ random variables that are all distributed normally, but with differing means and standard deviations: $X_i \sim N(\mu_i, \sigma_i)$. Now suppose $y_{ij}$ is the $j$-th random ...
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1answer
68 views

Confidence Intervals Around a Mean: biased (non-centered) confidence interval? (an exercise using R)

I've been playing around with the module "Confidence Intervals Around a Mean" (meanCI) from statsTeachR (www.statsteachr.org), authored by Eric A Cohen (unfortunately, author's contact information was ...
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12 views

multi variate tests - how to find real confidence

We're running multi variate tests on websites. See actual data below. Basically in a session for each banner we randomly choose whether to show/hide it and calculate conversion rates for the show and ...
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9 views

Confidence regions for non-normal trivariate distributions

We are analyzing haplotype diversity within and between six populations or demes. We came up with a measure that compares the similarity of every possible pair of haplotypes within a deme or between ...
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23 views

The f-distribution in Working-Hotelling confidence bands

Okay, so I'm having a conceptual issue with using the f-distribution to build a Working-Hotelling confidence band. It makes sense to me that we use a tα/2 or a zα/2 value when building a standard ...
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1answer
30 views

sampling from confidence intervals

If we are provided a mean and (95%) confidence interval, is it possible to set up a system in which we draw random values that are outside the CIs 5% of the time? My intuition is that if one can ...
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47 views

Bootstrapping interaction effects with boot() and the effects package - environment problems?

UPDATE AT BOTTOM - workaround and exciting new roadblock! UPDATE #2: SOLVED. Details at bottom. This is a combination stats/programming question, so I apologize if it should go somewhere else. I'm ...
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13 views

Poisson confidence interval that accounts for time?

I've gathered Poisson-distributed data and would like to compute a confidence interval, but the number of events and the amount of time are very small. Since standard CIs for rates aren't appropriate ...
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87 views

Should we address multiple comparisons adjustments when using confidence intervals?

Suppose we have a multiple comparisons scenario like such as post hoc inference on pairwise statistics, or a multiple regression, where we are making a total of $m$ comparisons. Suppose also, that we ...
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20 views

Determine sample size according to some unknown distribution with given error rate and confidence

Assume $x\in\mathbb{N}$ obey some unknown distribution, and I can sequentially and independently acquire infinite samples of $x$. Now, given an error rate $\epsilon$ and confidence $1-\delta$, can I ...
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17 views

confidence level query

A new treatment for strokes is put on trial. There are two equal size groups,one group is given a drug, and one a placebo. The 95% confidence interval for the difference between the two proportion of ...
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19 views

Batched bootstrap for non-parametric confidence intervals

I am conducting multiple experiments on moderately large datasets that run over several weeks. I would like to construct confidence intervals for my estimators which are a mixture of means and ratio ...
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2answers
134 views

Confidence Interval on a random quantity?

Suppose $\vec{a}$ is an unknown $p$-vector, and one observes $\vec{b} \sim \mathcal{N}\left(\vec{a}, \frac{1}{n} I\right)$. (For example, the sample mean based on $n$ observations of i.i.d. normal ...
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22 views

Understanding Confidence Sets

I'm having trouble understanding the formal definition of a confidence set. This is the definition that I am working under. Definition (Confidence Set): Let the data be distributed according to the ...
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33 views

Problems estimating CIs on the survival function, $S_{t}$, in a logit hazard model

This is a bit longish (I want to be thorough), but my actual question is a short one (in bold below). BACKGROUND: Suppose I have a conditional logistic discrete time event history model (aka logistic ...
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18 views

When do (and don't) confidence intervals and credible intervals coincide?

Yes, I know there are many questions on comparing these two types of intervals, but none of them appear to answer this exact question. Here is a blog post demonstrating one case where the two ...
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32 views

Confidence interval for a regression parameter via prediction

Consider a simple Poisson-regression - GLM - model. There $\exp\left(\beta\right)$s are used as Incidence Rate Ratios (IRR), but their calculation is sometimes not completely straightforward, for ...
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1answer
20 views

Does and 95% CI containing 1 imply no difference in IRR calculations in the same was as in OR calculations?

My understanding is that with an odds ratio (OR) that a 95% CI containing 1 means that there is no difference between the odds of something occurring between groups. I wondered if this holds true for ...
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29 views

Is it possible to calculate 95% confidence limits of a predicted value of a regression equation when we don't have the raw data?

Reading a paper, I realized that a polynomial regression equation was published with its associated standard error and sample size. That regression relates enamel thickness ($y$) and enamel formation ...
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1answer
32 views

CI for monthly production based on daily production data

Say I have 16 work days in a month, and I have 16 days of production data so that I have a mean and variance for this daily data (e.g. mean is 3750 and variance is 500). I can construct a confidence ...
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2answers
126 views

How do I calculate confidence intervals for a non-normal distribution?

I have 383 samples that have heavy bias for some common values, how would I calculate the 95% CI for the mean? I the CI that I calculated seem way off, which I assume is because my data does not look ...
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1answer
26 views

Use daily production as a check on whether monthly production goal is likely to be met

This is a real small business problem, not a homework problem. A monthly production goal is 60000. We want to be sure that say 95% of months meet this goal. The goal is a minimum, so we want to be ...