0
votes
0answers
18 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
52 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
15 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
34 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
23 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
36 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
23 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
106 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
71 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
39 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
58 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
42 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
53 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
75 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
163 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
93 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
105 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
64 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
54 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
461 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
138 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
40 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
359 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
70 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
292 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: ...
6
votes
1answer
241 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
124 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
56 views

Standard errors from flexsurvreg

I'm using the flexsurv package (in R) to fit an exponential distribution to the veteran ...
3
votes
1answer
108 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
153 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
355 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
75 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
90 views

Confidence interval for predicted probabilities

I fitted the following multinomial regression: ...
1
vote
1answer
251 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
98 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
50 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
63 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 ...
2
votes
2answers
181 views

Sum up uncertainty from confidence intervals in R

I'm fitting a linear regression model in R: ...
1
vote
0answers
66 views

How build smoothed curve of incidence rates using subject data?

I have a dataset with subjects (data0). Each subject has a follow up time (fuy), an indicator for incidence (ind = 0/1) and a variable which indicates, for example, year of diagnosis (year). One way ...
3
votes
1answer
456 views

How to calculate confidence intervals for power function ($y=ax^b$) in R using NLS

I hope you can help me get some confidence in my confidence interval... I am trying to get the confidence interval for a particular (threshold) point on a predicted curve. I find the confidence ...
0
votes
0answers
35 views

p-value for multiple positive correlated experiments in R

I need to evaluate p-values for several A/B tests for my website using R. I would like to compare each treatment experiences with a baseline control set, to ...
2
votes
0answers
67 views

Why do (a lot) fewer than 95% of my confidence intervals intersect the true parameter value in this simulation?

Why are my confidence intervals performing so poorly? I have a data frame may of two variables $C$ and $F$. I perform a linear regression ...
0
votes
1answer
92 views

I study subpopulation so huge that chi-squares test insists it is not representative. How do I get confidence intervals for my population?

I want to get results about population A. But all I can study is subpopulation C of B, where B is a subpopulation of A (that is, C $\subset$ B $\subset$ A). Each member of A is classified into one of ...
0
votes
1answer
112 views

How do I use a mean and 95% confidence intervals to draw from a distribution? [duplicate]

I have a number of parameters for a model. The parameter values are presented as the mean and the 95% confidence interval. I am not provided with standard deviation or sample size. I am using R. I ...
3
votes
1answer
108 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 ...
0
votes
2answers
107 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: ...
2
votes
1answer
220 views

What does it imply when an estimate is not inside its 95% confidence interval? [closed]

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 ...
3
votes
1answer
712 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: ...
0
votes
0answers
75 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 ...