# 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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### Calculating prediction intervals when using cross validation

Are standard deviation estimates calculated via: $s_N = \sqrt{\frac{1}{N} \sum_{i=1}^N (x_i - \overline{x})^2}.$ (http://en.wikipedia.org/wiki/Standard_deviation#Sample_standard_deviation) for ...
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### Standard errors from flexsurvreg

I'm using the flexsurv package (in R) to fit an exponential distribution to the veteran ...
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### How to determine the Forecast Interval beyond the next period.

I like to establish a confidence interval my custom-made forecasting model (not one of the standard ones in the forecast package, which include the interval). The ...
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### Role of coefficients in model selection for logistic regression

I have a model that I am using to predict mortality and it gives me an AUC of 0.799. The R code that I am using would look something like this: ...
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### 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: ...
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### Why might the mean of a bootstrapped distribution not equal the original summary statistic?

Background: I have n samples and their average. The mean of this empirical bootstrapped distribution seems quite different form the average of my original sample. My original average for the n samples ...
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### Why may one use qbeta() to calculate CIs for binomial proportions that are actually based on the F-distribution?

I just barely grasped why large-sample confidence limits that assume approximately normal distributions are not the best approach when relative frequencies approach either one or zero - so that in ...