2
votes
1answer
28 views

Exact central confidence interval for a correlation

I am working my way through (T.J. Diccio & B. Efron, "Bootstrap Confidence Intervals", Statistical Science, 1996, 11(3), 189–228), and I'm stuck even before I get to the good stuff. In the ...
1
vote
2answers
48 views

Prediction interval for a fitted log-normal distribution

What I am trying to do is to fit a log-normal distribution to a data-set, and then determine confidence and prediction intervals for the fitted distribution - not just for the mean and sd estimates. ...
0
votes
0answers
14 views

Confidence intervals on 'cross plots'

I have a large set of data comprising triples of points (t, y1, y2). At each t, I have a distribution of y1 and y2 points, each of which is approximately normal. I would like to create a plot of y1 ...
1
vote
1answer
39 views

Compute mode of a quadratic regression with confidence intervals

I have a quadratic regression y against x and I'm interested in the value x where y is the maximum (ymax->x). I can compute x(ymax) but I'm also interested in the standard error or confidence ...
3
votes
1answer
116 views

Calculate a 95% confidence interval and p-value for the change in C-statistic using bootstrap with R

I am using boot() and boot.ci() to furnish confidence intervals for the difference in the $c$-statistic (AUC) between models ...
0
votes
0answers
30 views

confidence interval using median

I have a model where time is the response variable. I'd like to generate confidence intervals for the estimates. I have established that the error in the estimation is roughly normally distributed (it ...
5
votes
0answers
55 views

Why are confidence intervals for predicted values so large?

The data for this question can be downloaded with this code: ...
0
votes
0answers
35 views

Create a simulation study using R to compare the accuracy (95% capture rate) and the lengths of the Chi-Squared confidence intervals

The minimum length confidence bounds for a normal population variance for chi-squared distribution is Are they right? GOAL: Create a simulation study using R to compare the accuracy (95% capture ...
0
votes
1answer
53 views

Confidence region about a regression model

I have a set of means and standard deviations. For each mean I can calculate a 95% confidence interval. I plot these means and confidence intervals against an independent variable and I fit a best ...
0
votes
0answers
58 views

How to construct parametric bootstrap confidence intervals in R without using boot package?

How can I construct parametric bootstrap confidence intervals in R without using the boot package?
3
votes
1answer
134 views

Confidence Interval for predictions for Poisson regression

This is a follow-up question from this post, here: Confidence intervals for predictions from logistic regression The answer from @Gavin is excellent, but I have some additional questions which I ...
1
vote
0answers
27 views

Detecting heterogeneity in groups

This is a mockup of a dataset I am currently working on: ...
0
votes
0answers
36 views

Please provide an example of when bootstrap has less bias than classically approximated estimates?

The recent question "Why does my bootstrap interval have terrible coverage?" has got me wondering if anybody has some really good examples of distributions in which bootstrapping standard errors ...
1
vote
2answers
59 views

Proportion of Intervals from t-interval method

Here is an excerpt of a book question: The t-interval method assumes that the underlying distribution is approximately normal. If we were to generate 800 samples of sample size 15 from this ...
0
votes
0answers
17 views

Calculate Standard deviation from mean and confidence interval (95%) in R [duplicate]

I have some data with mean and confidence interval at 95% exclusively (I do not have the rough values), and I would like to calculate the Standard deviation of these population. For example: ...
3
votes
0answers
48 views

Estimating a confidence interval around the average of an interacted treatment effect

I've got a causal inference situation with heterogeneous treatment effects. In addition to simply estimating coefficients, I'd like to get an average effect of the treatment at the covariate values ...
0
votes
0answers
41 views

Confidence interval of metric from empirical distribution

I'm familiar with using boot in R to estimate a confidence interval for VaR. For example, I have a set of monthly returns for an asset, and I want a range on the ...
0
votes
0answers
79 views

“non-monotonic profile”: what should I do when getting this when running confint(lmer)?

I am new to R and I have run the lmer in lme4. In the model summary, there is no any warning message, but when I ask for ...
0
votes
0answers
28 views

Can I select IV from their t value and confidence intervals in LMM in lmer?

As the issue of p value is still inconclusive and many papers point out that the confidence intervals are more informative in selecting factors in fixed effects, I would like to ask about ...
1
vote
1answer
136 views

Calculating confidence intervals for two samples

Let's say I have two samples and I want to calculate confidence intervals for the means of each sample. x = rnorm(10) y = rnorm(10) Using the t.test command I'm ...
1
vote
0answers
154 views

Confidence interval for the restricted mean in survival analysis

What is the recommended way of calculating confidence intervals for the restricted mean in survival analysis? Here are some example data, taken from the paper Chris Barker (2009), The Mean, Median, ...
0
votes
0answers
47 views

Confidence interval for binomial distribution

I know how to plot confidence intervals (CI) to a plot based on their values, but I'm not sure if there's a proper way to plot CI on a plot based on fraction above/below; e.g. ...
1
vote
0answers
84 views

Calculating bootstrap confidence intervals on second derivatives of a GAM object

I am trying to calculate confidence intervals on the second derivatives of a GAM curve. After estimating the derivatives, the idea is to then use function boot() to ...
0
votes
0answers
43 views

confidence intervals for predicted values in linear regression [duplicate]

I have made this linear regression model: mtcars_lm <- lm(mpg ~ drat + hp, mtcars) Using the effects package, I can predict values of ...
0
votes
1answer
73 views

Plotting the coverage of the confidence interval as a function of sample size using Monte Carlo in R

I have a distribution $x\sim\text{exponential}(\lambda)$ and I know that $\hat{\lambda}=\bar{x}$ and Fisher's information to be $\lambda^{-2}$. Now, I need to use R ...
1
vote
2answers
129 views

Computing confidence intervals for population variance from a sample in R

Is there a package available for R (on CRAN, github, r-forge, etc.) that computes CIs for the population variance, given a sample of data, 95% CI parameter, etc.? The ...
3
votes
0answers
186 views

confidence band around a smoothed function

I am using earth packageearth: Multivariate Adaptive Regression Spline Models regression to get a constant piecewise approximation of my data. I want to plot a band ...
4
votes
1answer
128 views

Probability Interval for Gamma Distribution

There is something that I am doing wrong in the exercise below and I would appreciate some help figuring it out. Let $X_1, X_2, \ldots, X_5$ be a random sample from a $\Gamma \left(3,3 \right)$ ...
1
vote
0answers
185 views

How to calculate confidence bands for a regression line, given intercept, slope, and standard errors

I have the following set of model-averaged fixed effects from a set of binomial GLMMs: I would like to plot the predicted effect of "NBT", along with confidence bands, while holding all the other ...
1
vote
0answers
81 views

Large discrepancy between confidence intervals for correlation coefficient using bootstrap and Fisher's Z transform

I found that the default confidence intervals provided by cor.test (Fisher's Z transform according to the help) are quite different from the nonparametric boostrap confidence intervals for the below ...
2
votes
0answers
60 views

Calculating confidence intervall for quantiles first by hand (than in R)

It would be great if someone can check whether my approach is correct or not. Question in short will be, if the error calculation is the correct way. lets assume i have the following data. ...
12
votes
3answers
554 views

What is the relationship between profile likelihood and confidence intervals?

To make this chart I generated random samples of different size from a normal distribution with mean=0 and sd=1. Confidence intervals were then calculated using alpha cutoffs ranging from .001 to .999 ...
2
votes
2answers
184 views

Memory problems using pROC library in R to estimate confidence interval for area under the curve

I am trying to use the R pROC package to estimate the confidence interval for the area under the curve (AUC). I am running into a memory limitation. My R script looks like the following: ...
1
vote
0answers
44 views

Bootstrapping estimates larger than full data estimate

In short, I am running bootstrapping on an association analysis data set in R (using the Arules package) and collecting the fit ...
2
votes
2answers
615 views

Alternatives to pvals.fnc to compute confidence intervals for fixed effects?

Lately I keep encountering the same problem and I'm wondering whether other people have been able to get around it. I'm running a mixed effects model using lmer(). My model has by-subject and by-item ...
1
vote
0answers
77 views

Confidence interval for multiple regression parameter

I'm given the least squares model: Y = B0 + B1x1 + B2x2 + B3x1x2 Y = 12 -2x1 + 7x2 +5x1x2 n = 20 as well as some RSS's ...
4
votes
1answer
347 views

Construct confidence interval of the mean for auto-correlated data

I feel like I'm missing something obvious, but here we go. I have auto-correlated data measured in triplicate for two (or more) treatments. Something like this: ...
7
votes
1answer
303 views

When making inferences about group means, are credible Intervals sensitive to within-subject variance while confidence intervals are not?

This is a spin off of this question: How to compare two groups with multiple measurements for each individual with R? In the answers there (if I understood correctly) I learned that within-subject ...
0
votes
1answer
146 views

How to set confidence level for wilcoxsign_test (package coin)?

In R, the function wilcox.test takes the argument conf.level = 0.095 (for example). Giving the same argument to the function ...
5
votes
0answers
68 views

Standard errors from flexsurvreg

I'm using the flexsurv package (in R) to fit an exponential distribution to the veteran ...
3
votes
1answer
131 views

How to calculate effect sizes from mean and CI

I use escalc() function from metafor package to calculate various effect sizes or outcome measures (and the corresponding ...
1
vote
0answers
162 views

Estimate area of 95% confidence ellipse in R

I have data from a PCA and would like to know the area of the 95% confidence ellipse of the first two PCs. Does anyone know how to estimate the area of a 95% confidence ellipse in R?
1
vote
1answer
477 views

Calculating Prediction Interval

I have the following data located here. I am attempting to calculate the 95% confidence interval on the mean purity when the hydrocarbon percentage is 1.0. In R, I enter the following. ...
2
votes
0answers
81 views

Which confidence intervals should be used?

I would like to plot 95% confidence intervals for my data. It seems there are multiple options for calculating them, e.g.: (examples shown using R code) ...
1
vote
0answers
107 views

Confidence interval for predicted probabilities

I fitted the following multinomial regression: ...
1
vote
1answer
352 views

Box-Cox transformation for residuals in R

I have residuals for my model. They are simply measured-predicted. However, I notice that they do not follow a normal distribution. I want to make my residuals distribution normal so that I can ...
3
votes
0answers
148 views

Confidence Intervals for the Mean of the Poisson Distribution 9-19 methods coded as an R package

I've trawled the internet looking for R packages to compute the confidence intervals for the mean of a Poisson distribution using the different methods cited by Patil and Kulkarni in their papaer ...
1
vote
1answer
54 views

Comparing weights versus time graphically with error bars

I have a group of 200 children who came to clinic at months 0, 1, 2, 3, 6, 9, and 12 this year. At each clinic visit the children were weighed. ...
2
votes
0answers
79 views

Pairwise comparisons on binomial data using pre-derived confidence intervals

I have a data set with 7 groups (months) of binomial data and am interested in comparing them pairwise. The unusual thing about it is that the mean proportions and confidence intervals were ...