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Results tagged with confidence-interval
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user 179
A confidence interval is an interval that covers an unknown parameter with $100(1-\alpha)\%$ confidence. Confidence intervals are a frequentist concept. They are often confused with credible intervals which is the Bayesian analog.
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Reporting pseudo p-values for bootstrap-estimated linear regression coefficients
I've just received peer reviews for an applied paper that reported a table of multiple linear regression coefficients. While I reported 95% confidence intervals for these coefficients, a reviewer has …
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How can I estimate 95% confidence intervals using profiling for parameters estimated by maxi...
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 matr …
- 4,997
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Accepted
What method is used to calculate confidence intervals in R's MASS package function confint.glm?
To summarise the above comments for posterity, the confidence interval is known as the "profile likelihood confidence interval".
An explanation of the method is given by Stryhn and Christensen, and …
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What method is used to calculate confidence intervals in R's MASS package function confint.glm?
What method is used to calculate confidence intervals in R's MASS package function confint.glm?
The helpfile states that:
These confint methods call the appropriate profile method, then find
th …
- 4,997
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How can I calculate the confidence interval of a mean in a non-normally distributed sample?
How can I calculate the confidence interval of a mean in a non-normally distributed sample?
I understand bootstrap methods are commonly used here, but I am open to other options. While I am looking f …
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