Tagged Questions
2
votes
0answers
37 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
45 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
39 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 ...
2
votes
1answer
50 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
76 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
84 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 ...
3
votes
1answer
150 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
50 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
65 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
1answer
111 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
126 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 $\text{Bin}(100,0.5)$.
1
vote
0answers
78 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
81 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 ...
0
votes
1answer
121 views
Checking confidence intervals on user defined contrast (one-way ANOVA)
Hi is anyone able to help - I am doing this all in R Code:
I have run one way analysis on some data and set up 2 contrasts (Liberarts-Finearts and also Engineering-science). I now need to calculate ...
1
vote
2answers
112 views
How to estimate Cohen's D using the independent groups definition but on a paired samples data?
I want to calculate cohen's d with confidence intervals for a paired samples designs.
Some authors suggest that you use the paired t test value to adjust for the correlation between measures ...
0
votes
0answers
75 views
Confidence interval of the ratio of two means for very small sample sizes
I have an experiment with 3 tanks for, both, treatment and control. I have used a natural logarithm of response ratio (LnRR) with 95% confidence intervals to examine the effect size of the treatment ...
0
votes
0answers
45 views
Proper confidence interval for survival model with groups
In my study I have people with features A, B, and C. There can be many people, $n$, with the same features. We observe the event at time $t$. Example data:
...
7
votes
1answer
356 views
How does ggplot compute confidence intervals for regressions?
The R plotting package ggplot2 has an awesome function called stat_smooth for plotting a regression line (or curve) with the associated confidence band.
However I am having a hard time figuring out ...
0
votes
1answer
39 views
Confidence intervals for count data of a categorical
I'm trying to analyze the results of a survey question. The question is multiple choice (but each respondent can only select one answer) and I want to calculate 95% confidence intervals for their ...
2
votes
1answer
104 views
Statistical properties of parameters estimated by method of Lagrange multipliers in R
I have time series data that can be fitted by a constrained non-linear function (non-linear in the parameters to be estimated). I'd like to use the method of Lagrange Multipliers (link), specifically ...
2
votes
1answer
519 views
How to add standard error or confidence interval to a plot of a predicted vs observed values?
Is it possible to add standard error or confidence interval to a plot of a predicted vs observed values derived from a multiple regression model? I believe that I have seen such plots as an output in ...
0
votes
0answers
52 views
Confidence interval in sspir package (state space model)
Has anyone have plot a confidence interval for the latent process, using the sspir package?
I am able to plot the estimates, but so far haven't been able to include the confidence intervals.
Any ...
2
votes
1answer
186 views
Different confidence interval results in R, why?
Using the following population:
sample <- c(41.5, 56.7, 54.2, 98.9, 56.7, 43.9, 35.8, 28.8)
I get a different result for the upper and lower confidence ...
3
votes
0answers
196 views
Resampling or Basic Simulation and confidence intervals
I have a population of sales that might be won or lost. I know the rate that they are won from historical data. This case 30% of them historically win. To figure out how much money I will be making ...
1
vote
0answers
80 views
Two sample stratified bootstrap
I'm interested in using bootstrapping to estimate the confidence interval of the difference between the actual mean length of stay (LOS) for Hospital A and the expected mean LOS at Hospital A. The ...
2
votes
0answers
256 views
Prediction with CI - predict.glm doesn't have interval option
I have a model and a graph:
n1 = glm(formula = cbind(ml, ad) ~ x1, family = "quasibinomial")
plot(x1, ml/(ml+ad))
And I would like to plot a predicted line with ...
1
vote
0answers
262 views
Calculating predictions and confidence intervals from a negative binomial distribution
I'm trying to use R's glm.nb to calculate predictions and confidence intervals.
When I'm using linear models after training a model, e.g., using:
...
9
votes
1answer
691 views
Getting different results when plotting 95% CI ellipses with ggplot or the ellipse package
I want to visualize the results of a clustering (produced with protoclust{protoclust}) by creating scater plots for each pair of variables used for classifying my ...
1
vote
1answer
110 views
How to get prediction intervals at mean & at max of covariate values in R
I'm still working on R problems from a book, and using my spending data.
Part 1: I need to predict the amount that a male with average data for status, income and verbal would spend along a 95% CI. ...
5
votes
0answers
389 views
How to compute confidence interval in ANOVA with repeated measures?
I made a model using repeated measures univariate ANOVA in R.
...
5
votes
1answer
207 views
Confidence intervals when using Bayes' theorem
I'm computing some conditional probabilities, and associated 95% confidence intervals. For many of my cases, I have straightforward counts of x successes out of ...
0
votes
0answers
47 views
R CCH CI Univariable Analysis
Using the survival package in R I am trying to calculate 95% confidence interval (CI) of the proportional hazards model coefficient. Normally this is pretty simple to do with the survival package.
...
7
votes
1answer
345 views
Confidence intervals around a centroid with modified Gower similarity
I would like to obtain 95% confidence intervals for centroids based on Gower similarity between some mulivariate samples (community data from sediment cores). I have so far used the ...
1
vote
2answers
430 views
Confidence interval for gam model
Reading mgcv::gam's help page:
"confidence/credible intervals are readily available for any quantity predicted using a fitted model"
However I can't figure a way to actually get one. I thought ...
0
votes
0answers
302 views
Explanation for confidence interval for quantile with small data set
From one of the answers in this post, Confidence interval for median, I have found a way to get a confidence interval for a quantile, and my understanding is that this is an appropriate method for ...
0
votes
0answers
70 views
Articles that describe formulas of how to calculate confidence intervals for the omega-squared effect size?
I'm looking for articles that describe methods of how to calculate CIs for the omega-squared effect size from an one-way ANOVA. The closest I've come is Finch & French (2011) A Comparison of ...
0
votes
0answers
277 views
How to implement credible 95% interval for median odds ratio using JAGS?
As described in Merlo et al (J Epidem Comm Health 2006), the 95% credible interval for MOR is calculated using MCMC. MOR is defined as $\exp(\sqrt{2\sigma^2}\times 0.675)$, where $\sigma$ is the ...
7
votes
1answer
271 views
Problems with a simulation study of the repeated experiments explanation of a 95% Confidence interval - where am I going wrong?
I'm trying to write an R script to simulate the repeated experiments interpretation of a 95% confidence interval. I've found that it overestimates the proportion of times in which the true population ...
5
votes
2answers
2k views
How to interpret the confidence interval of a variance F-test using R?
I'm trying to understand the confidence interval returned by the function var.test() in R. More specifically, the confidence interval returned by var.test() is not the one I find when doing the ...
7
votes
2answers
326 views
How can I estimate 95% confidence intervals using profiling for parameters estimated by maximising a log-likelihood function using optim in R?
How can I estimate 95% confidence intervals using profiling for parameters estimated by maximising a log-likelihood function using optim in R?
I know I can asymptotically estimate the covariance ...
4
votes
3answers
3k views
How to calculate mean and standard deviation in R given confidence interval and a normal or gamma distribution?
Suppose you are given a $95 \%$ CI $(1,6)$ based on the normal distribution. Is there any easy way to find $\mu$ and $\sigma$? What if it came from a gamma distribution? Can we do this in R?
6
votes
1answer
1k views
Should confidence intervals for linear regression coefficients be based on the normal or $t$ distribution?
Let's have some linear model, for example just simple ANOVA:
...
6
votes
4answers
3k views
How to determine best cutoff point and it`s confidence interval using ROC curve in R?
I have the data of a test that could be used to distinguish normal and tumor cells. According to ROC curve it looks good for this purpose (area under curve is 0.9):
My questions are:
How to ...
4
votes
1answer
554 views
Difference between CI of ANOVA level coefficients vs t-test CI - which one is “correct”?
How do I get the 95% confidence interval for ANOVA level coefficients? For comparison with a constant value, not multiple comparison (like MMC).
I tried to take the coefficient's SE from the model:
...
0
votes
1answer
612 views
Confidence interval for values for a fitted line
I'm using JMP to analyze some sample data to make predictions about the population. My sample is from a destructive QC test, so I obviously want to minimize my sample. I have a response (my Y) and a ...
4
votes
1answer
123 views
How to describe variation on multiple levels?
This is continuation for a series of questions (1, 2). I have a data set from an experiment with 2x2 design. A replicate consists of 20-50 normally distributed replicate measurements. Each treatment ...
2
votes
1answer
262 views
Monte Carlo / Nonparametric confidence intervals for mean estimate
I have 2x2 design with n = 3 (averages) for each group (see here). I am not sure that my data follows any particular distribution, but I would like to use confidence intervals as error bars in a dot ...
4
votes
1answer
870 views
Computing prediction intervals for logistic regression
I would like to understand how to generate prediction intervals for logistic regression estimates.
I was advised to follow the procedures in Collett's Modelling Binary Data, 2nd Ed p.98-99. After ...
7
votes
4answers
600 views
ANCOVA in R suggests different intercepts, but the 95% CIs overlap… how is this possible?
We have a data set with two covariates and a categorical grouping variable and want to know if there are significant differences between the slope or intercept among the covariates associated with the ...
2
votes
0answers
262 views
What is the confidence interval calculated in a spectral density periodogram in R?
This question is similar to the one posed here:
Testing significance of peaks in spectral density
In that post, Pantera asks how to test whether a peak in a periodogram has a spike that is ...
