An interval of random variables, depending on observed data, which, with a fixed probability, contain an unknown parameter of interest.
1
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1answer
43 views
How to calculate confidence intervals of $1/\sqrt{x}$-transformed data after running a mixed linear regression in stata?
I have run a series of mixed linear regressions in Stata, some with inverse-square-root ($1/\sqrt{x}$) transformations and others with square root ($\sqrt{x}$) transformations.
How do I calculate ...
3
votes
0answers
37 views
Calculating the area of a confidence ellipse within a certain region
I was wondering if someone had an idea on how to calculate the blue shaded area inside my confidence ellipse. Any suggestions or places to look are greatly appreciated. Also, I am hoping to find a ...
3
votes
1answer
49 views
Nonlinear regression: Confidence intervals on transformed or untransformed parameters?
Suppose I am using a standard inhibition model to find biochemical parameters that fit my data. The equation is:
$y = \frac{A}{{1 + \exp \left( {\ln \left[ S \right] - \ln IC_{50}} \right)}} $
where ...
2
votes
0answers
20 views
Can parameter uncertainties be salvaged when the residuals are correlated?
I have a nonlinear physical model for which I'm trying to determine parameter uncertainties using Monte Carlo. Instead of describing the nitty-gritty details, I will use a series of figures:
...
2
votes
1answer
41 views
Change in binomial proportion confidence interval
I'm having trouble calculating 95% confidence intervals for a change in binomial proportion. For example, in group $A$, there are $4$ successes out of $n =20$. In group $B$, there are $12$ successes ...
1
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0answers
11 views
What is the confidence interval for quantile regression? And how to find other than default? [migrated]
There is a way to construct the confidence interval for quantile regression:
x <- rnorm(1000)
y <- x + 2*rnorm(1000)
rqm1 <- rq(y~x)
summary(rqm1)
What ...
0
votes
0answers
48 views
Is there evidence to say with 99% confidence that the proportions are different?
A college placement service interviewed 1,100 graduates to determine if they were satisfied with the teaching they received. Of the 400 who had taken statistics, 225 said they were satisfied. Of the ...
1
vote
1answer
56 views
How to estimate true value and 95% bands when distribution is asymmetrical?
I have a set of results of independent measurements of some physical quantity. As an example I give here real expermental data on methanol refractive index at 25 degrees Celsius published in ...
3
votes
0answers
146 views
Ratios of means - statistical comparison test using Fieller's theorem?
I would really appreciate any suggestions with the following data analysis issue. Please read till the end as the problem at first may appear trivial, but after much researching, I assure you it is ...
0
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2answers
72 views
Why do we refer to our estimates in terms of precision?
Open any statistics textbook and it will urge the need to check the 'precision of our estimates'.
Take the following random variable:
...
-1
votes
0answers
27 views
Method to evaluate a multiple choice type survey [closed]
I have designed a survey that asks survey takes a set of question based on a video. There are many such videos and each video has three questions. Questions have four options each. I need to evaluate ...
0
votes
0answers
13 views
Assigning weights in crowdsourcing or voting system
In Multi-weighted voting system, how is each individual worker is assigned with a weight? What is the concept behind it?
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1answer
35 views
error in estimation with continuous data (New to Statistics)
Is there a way to correlate error in a fit (MSD) to the error of the a calculation performed with the parameters associated with the fit? My specific problem is dealing with spectroscopic data. I ...
1
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0answers
17 views
Duality between acceptance region of testing and confidence region in terms of optimality?
The duality theorem between acceptance region of testing and confidence region is about their validity (i.e. satisfying the significance level of the former and the confidence level of the latter sum ...
1
vote
0answers
23 views
Does pivoting a discrete CDF provide a pivot?
In Section 9.2.3 of Casella's Statistical Inference,
they base their confidence interval construction for a parameter $\theta$ on a real-valued statistic $T$ with cdf $F_T(t| \theta)$.
They first ...
1
vote
0answers
33 views
Computing a bootstrap confidence interval for the prediction error with the percentile and the BCa method
I have two related questions regarding the computation of a non-parametric bootstrap confidence interval for the prediction error.
Setting: I have a sample S from a data population P and a learner L, ...
2
votes
1answer
70 views
confidence interval for classification error---binomial assumption vs. bootsrap resampling
I am developing a classifier using a set of N patterns, where N~1000. I am using K-fold cross-validation (with K=5) and computing the probability of classification error p (typical value is p=0.03). ...
0
votes
0answers
20 views
How are confidence intervals constructed from point estimates?
Wikipedia gives a brief description on constructing confidence intervals from point estimates, and in particular points out three ways, "the method of moments", "likelihood theory" and "the estimating ...
0
votes
0answers
17 views
Meaning of following statement about confidence intervals
From Wikipedia
Confidence intervals are an expression of probability and are subject to the normal laws of probability.
I was wondering what the normal laws of probability means? Are they the ...
1
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0answers
38 views
In testing, do we need to make the area of an acceptance region as small as possible?
One criterion to access a confidence interval is that the smaller its area, the better.
For hypothesis testing, I was wondering if it is also that the smaller the area of the acceptance region, the ...
0
votes
0answers
25 views
How do you construct confidence interval (by the method of pivots)?
From a note
Many derivations of confidence intervals can be described in terms of
... (pivot). ... The best choice is often suggested by looking at what statistic a good hypothesis test ...
2
votes
1answer
64 views
What does it imply when an estimate is not inside its 95% confidence interval?
What does it actually imply when a 95% CI does not contain an estimate (coefficient or parameter). Is there some model assumption that has not been satisfied? Or it means something else?
I know when ...
0
votes
0answers
97 views
marginal effects (and confidence interval) for interaction variables (STATA)
I'm trying to marginal effects (and their confidence intervals) for an interaction variable.
I'm using Stata and it's panel data (pooled cross-sectional time ...
0
votes
1answer
63 views
How to derive a confidence interval from an F distribution?
So, this is the question I'm working on:
Suppose we observe a random sample of five measurements: 10, 13, 15, 15, 17, from a normal distribution with unknown mean $µ_1$ and unknown variance $σ_1^2$. ...
2
votes
1answer
73 views
Behrens–Fisher problem on Wikipedia [closed]
In the opinions of the denizens of this forum, how good is this article?
It makes a big point of the unsolved mathematical problem, and says little about the fact that just which math problem is to ...
3
votes
1answer
92 views
P value and confidence interval for two sample test of proportions disagree
I'm using R to calculate the two-sample test for equality of proportions, where the two proportions are 350/400 and 25/25. So:
...
1
vote
0answers
19 views
Deciding if my mutant strains are significantly different from my wild type from data measured over time or from gradients
I have a set of data which is the oxygen consumption of a wild type (WT) and a few mutants. I averaged the data and plotted graphs with each mutant and WT series and plotted a line of best fit. Is ...
0
votes
0answers
46 views
How to calculate 95% CI for a random effect?
The R code "intervals()" gives confidence intervals for fixed effects only in a mixed model.
*Is there a reason why only fixed effects' confidence intervals are provided?
*Is there any way to get ...
2
votes
1answer
49 views
Do the predictions of a Random Forest model have a prediction interval?
If I run a randomForest model, I can then make predictions based on the model. Is there a way to get a prediction interval of each of the predictions such that I ...
1
vote
0answers
38 views
Determining confidence intervals: using partial information on possible outcomes
Let's say we have a mathematical model that provides the probability of finding oil at a location in terms of a system of 10 bins with probabilities going from very low, say 2%, to 20% for the best ...
1
vote
1answer
61 views
Confidence interval for a small number of iid Poisson
I want to calculate the confidence interval for $\lambda$ from a small ($n=10$) set of repeated observations from a Poisson distribution. That is, I have $X_1, \dots, X_{10}$ which I believe are ...
0
votes
0answers
19 views
HDR: highest density regions or Confidence Intervals
I am trying to do a hypothesis testing on my bootstrap panel regression parameters, I am thinking about creating confidence intervals bootstrap generated parameters, but I could construct highest ...
1
vote
3answers
78 views
Need help understanding calculation about Confidence interval
I am currently reading Math behind A/B testing written by Amazon and got stuck. At some point they say:
To determine the 95% confidence interval on each side of conversion
rate, we multiply the ...
-3
votes
0answers
50 views
how do you create 1000 confidence intervals of sample size 20? [closed]
On excel, how do you create 1000 confidence intervals of sample size 20?
So how do you simulate 1000 of these 20 samples, to get the upper bound, lower bound, average, and standard deviation as ...
-3
votes
1answer
62 views
How to find mean and standard deviation based on a given confidence interval?
If a 95% confidence interval for a population mean ranges from 200 to 240 (that is, LCL=200 and UCL=240). Then, the computed numerical values of sample mean, $\bar{x}$, and sample standard deviation ...
0
votes
0answers
19 views
confidence interval with small supopulations
I am currently using a large dataset (n=1.850) composed of smaller samples of several countries. I am currently aiming to describe the sample and infer to the population using simple frequencies ...
0
votes
0answers
27 views
Some clear range and interval definitions
What is your or an offical (please provide link to citation) definition of range AND interval _?
Or perhaps put in another way: what is the major important difference between the two terms _?
In my ...
1
vote
1answer
78 views
How to calculate the standard error of the marginal effects in interactions (robust regression)?
what I am interested in learning is how to calculate the std error of the marginal effects of a X variable when it is part of an interaction, especially in robust regression.
There are tipically two ...
3
votes
1answer
120 views
Significant difference from regression confidence intervals
I have a question about statistical significance in relation to confidence intervals from linear regression. I'm obviously far from a stats expert, and I've been searching for the answer to this, ...
2
votes
2answers
100 views
What should I do when a confidence interval includes an impossible range of values?
Let's say I'm analyzing the mean number of students per class for a school district. The district has imposed a hard limit on the maximum ratio: there can never be more than 30 students in a class. ...
1
vote
1answer
95 views
How to calculate the confidence interval of a function of a combination of two linear models
We have two linear fits, one for each data-set (unfortunately they include weights but I'm willing to ignore that if there's a nice analytic solution to this). Data-set ...
0
votes
1answer
93 views
Calculate the expected number of 95% confidence interval of binomial distribution
Can anyone show me how to calculate the expected number of 95% confidence interval of a binomial distribution using R, such as Bin(100,0.5).
1
vote
1answer
44 views
Trends in noisy data and the applicability of the 95% confidence interval
I am performing simulations while measuring a quantity A which depends on the parameter B. I make N independent measurements of A for given values of B. I can then calculate the mean to get an ...
1
vote
1answer
19 views
How to test the significance of increase in sample interval range(s)?
Suppose we have two samples of a variable taken under different conditions: e.g. A1 without medical treatment and A2 after medical treatment. These are not necessarily normally distributed. Suppose A1 ...
2
votes
0answers
44 views
How do you think about the central estimate when the confidence interval is asymmetric?
I'm using a wild bootstrap to create confidence intervals around fitted values of the following model, for a specific combination of the factors, as x varies across its range.
...
0
votes
0answers
66 views
Why does the mean of the bootstrapped distribution not equal the original summary stat?
I have n samples and their average. There's some correlation so I used a moving block bootstrap to get an empirical distribution of the mean. The mean of this empirical bootstrapped distribution seems ...
0
votes
0answers
33 views
A randomized block experiment [closed]
A randomized block experiment was conducted to investigate the effect of different lighting patterns (the treatment factor) on the egg production of chickens. Extended daylight (14 hours) and flashing ...
0
votes
0answers
51 views
Bootstrap Prediction Intervals
My question concerns the construction of forecast prediction intervals using bootstrapping.
I have a 36 month time series, which I am using to perform point forecasts for the next 12 months using ...
1
vote
0answers
69 views
Plotting confidence bands around fitted values from a binomial GLMM
I have some parameter estimates and confidence intervals estimated from a set of model-averaged binomial GLMMs: two main effects and their interaction. I would like to plot [population level] fitted ...
1
vote
0answers
66 views
Confidence intervals for extreme value distributions
I have wind data that i'm using to perform extreme value analysis (calculate return levels). I'm using R with packages 'evd', 'extRemes' and 'ismev'.
I'm fitting GEV, Gumbel and Weibull ...
