Tagged Questions

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

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5 views

Confidence interval on replicates from multinomial distribution with bimodal outcomes

I have a Java model which tracks the numbers of 6 types (A-F) of individuals. I am interested in the distribution of different types of individual across simulations with different parameter values. ...
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20 views

confidence intervals and type II errors

I am using confidence intervals to test whether a parameter includes a certain value, 1. The sample size is reasonably large. Let us say my parameter estimate is 1.1 (95% CI: 0.99,1.2). So I cannot ...
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33 views

Confidence intervals for median

I have a distribution of samples with a small number of values in each one (less than $10$). I have calculated the median for each sample, which I want to compare with a model and obtain the ...
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1answer
15 views

elastic net- confidence intervals for parameters

Can I see the intervals and p values for each coefficient in elastic net model? I wrote: ...
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1answer
16 views

Confidence Interval for the average of a set of proportions

If I have a dataset of 500+ observations (people in this case) that has the % of allotted dollars that were spent for each person (so, I have each persons allotted dollars and their dollars spent), ...
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15 views

Is a confidence interval a prediction interval for the sample mean?

I am learning about different intervals and trying to get my head around them. Given that a sample mean from a sample size $n$ has a pdf equal to $f(x)$, the 95% prediction interval [a,b] is an ...
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18 views

Distribution of average and median of a random variable [duplicate]

Suppose I have some random variable, which is defined by certain distribution (e.g. triangle or normal or some other). Suppose I do $N$ independent measurements on this random variable and then ...
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14 views

Population proportion and confidence interval estimation

Q. A disease can be classified into four types. A random sample of size n=100 patients contains $n_1=70$ patients with type 1 disease, $n_2=10$ patients with type 2 disease, $n_3=15$ patients with ...
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3answers
66 views

Managing 'prefer not to says' in sensitive questionnaires

Consider a questionnaire where we ask someone about their sexuality. The five options, for simplicity, are: Heterosexual Homosexual Bisexual Other 'Prefer not to say' Assume we ask the population. ...
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36 views

Confidence interval for differences in total sums

I have data from two variations of an ecommerce web site and would like to determine the confidence interval for the difference in generated profit between the variations. My data contains both the ...
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2answers
92 views

Logistic Regression sample size & bootstrapping

The data for this example can be retrieved here so that you can reproduce these estimates. It is the low birth weight dataset- http://www.umass.edu/statdata/statdata/data/ There are 59 1's and 130 ...
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8 views

Finding Confidence for locations?

I have a question regarding finding confidence intervals for location. The question is as follows, I have a set of coordinates (X,Y) where X is the latitude and Y is the longitude. Suppose, if I ...
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0answers
18 views

Confidence interval for proportions for different patients

Question: Schizophrenia and other psychoses are complex and debilitating diseases, which affect about 2% of the population. Two of the approaches used, as well as in other medical diseases, to reduce ...
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35 views

variance of the variance for finite population for normal distribution

I am interested in calculating the variance of the sample variance for a finite population...of course in the limit of sampling the entire population, this will be zero. There seems to be one author ...
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0answers
5 views

Reporting sensitivity/specificity using a random process?

I'm using a method that involves cross-validation to make predictions on my dataset. As it splits the data randomly, I will end up with different results (I believe this is an example of a stochastic ...
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0answers
9 views

Simulation of CI of amount of values in different intervals by adding noise to original data

I am having a hard time trying to solve this problem, so maybe some of you guys can sort it out. I have a large data set containing a value describing the thermal comfort in buildings called PMV. The ...
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1answer
27 views

Distribution of random sample of confidence intervals containing the true mean

Given 50 random samples, each of size 25, from a normal distribution with mean 20 and standard deviation 5. From each of the 50 samples, you can find a 90% confidence interval for the mean. Let Y be a ...
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0answers
20 views

Statistic confidence interval

I have this statement: If a 95% confidence interval for the mean was computed as (25,50), then if several more samples were taken with the same sample size, then 95% of them would have a ...
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2answers
125 views

5 defectives rule of thumb

I have taught six sigma black belt classes using consultant sourced training materials which included the rule of thumb that when estimating the rate of occurrence of discrete events, like the ...
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0answers
20 views

Confidence intervals of proportions for clustered data

I am trying to compute the proportion of "yes"'s in data that is clustered (participants within cities). If I ignore the cities, I get very nice and narrow confidence intervals. If I compute the ...
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15 views

Score Confidence Interval for Difference of Proportions

In Agresti et al. (2008) "Simultaneous confidence intervals for comparing binomial parameter", it is suggested to use a studentized range distribution with a score statistic. However, exactly how you ...
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32 views

attenuation percentage and confidence interval

I made a logistic regression model 1 (not fully adjusted) and model 2 (fully adjusted; model 1 + covariate A) with Stata. I am trying to calculate the attenuation percentages between OR. I used the ...
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0answers
26 views

How to determine a probability that 100% of confidence intervals from a bootstrap contain the true mean

Say I take 500 bootstraps of a population and calculate 95% confidence intervals (CIs) for each sample. I would expect that 95% of the bootstrap sample CIs to contain the true population mean. ...
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1answer
78 views

Why does a confidence interval including 0 mean the difference is not significant?

Could someone please explain why zero being inside or outside the confidence interval tells you whether or not the difference is significant?
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2answers
26 views

Significance of difference based on confidence intervals

Let's say I have 6 random variables whose distribution is parametrized by $\theta_1,\ldots ,\theta_6$ and I constructed confidence intervals for all 6 parameters. Minimal values in the confidence ...
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0answers
67 views

GLMER: Conflicting results from p values and bootstrapped confidence intervals

Please don’t be shocked by the amount of code in this post, this problem is (hopefully) not as complex as it seems. This dataset ...
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0answers
17 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
34 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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20 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
82 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
13 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
41 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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39 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
22 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
22 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
30 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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0answers
17 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
36 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
31 views

different HRs and corresponding CIs with cph and coxph

I tried a model using cph and coxph: ...
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1answer
25 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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0answers
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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0answers
17 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 ...
3
votes
2answers
88 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
168 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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0answers
62 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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0answers
48 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 ...
3
votes
1answer
42 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 ...