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1 vote

Estimating maximum effect size and Skillings-Mack test

In the end I went with two approaches, one more data specific, and one more generic. Data specific In my particular example, if there are between group differences, then it's most likely that there is ...
Hubert Kario's user avatar
2 votes

Does Bootstrapping the Test Set Provide a Real Error Confidence Interval?

Based on the linked thread, I wonder if you might be interested in a prediction interval rather than a confidence interval. A prediction interval is one that contains the prediction error in, say, 90% ...
Richard Hardy's user avatar
0 votes

Estimating the sample size for a Binomial proportion to be within an interval with some confidence

To deal with the asymmetry, you can use one-sided Hoeffding's inequality (see the top of the Wikipedia page) instead of the two-sided one. Let $S_n$ denote $X_1+\cdots+X_n$. $$P(S_n/n \notin [a-\...
angryavian's user avatar
  • 2,188
3 votes

Does Bootstrapping the Test Set Provide a Real Error Confidence Interval?

Would bootstrapping the test set and evaluating many times You do not need to bootstrap the test set. Your test set already contains multiple observations and you evaluate an error for each of them ...
Sextus Empiricus's user avatar
6 votes
Accepted

Comparison of confidence intervals: bootstrap & exact resampling

The link in your question describes an exact bootstrap distribution where every possible way of resampling is being computed. For large samples this can be unfeasible due to the amount of computations ...
Sextus Empiricus's user avatar
2 votes

Unable to understand what confidence interval means

There has been a lot of words written in the literature about the meaning of a confidence interval and I have been scratching my head so many times about it. Whenever you think you get it, then you ...
Stefan's user avatar
  • 5,826
5 votes
Accepted

Unable to understand what confidence interval means

While solving the example will we assume that the estimate of true population mean is the mean of 1 sample we have picked i.e. 49.7 Kg or will the estimate of true population mean be one of the values ...
Sextus Empiricus's user avatar
5 votes

Unable to understand what confidence interval means

For question 1, the estimate of the 49.7. An estimate is a number. The standard error of that estimate is a measure of how good the estimate is, given certain assumptions. I'm not sure I understand ...
Peter Flom's user avatar
  • 117k
2 votes

Growth Curve Model with time-invariant covariates- standardized CIs

In any multiple regression model--including a growth curve model with multiple correlated covariates of the growth factors--standardized regression (path) coefficients are not bound by [-1, 1]. Unlike ...
Christian Geiser's user avatar
0 votes

p-values from CIs?

The estimated distribution from a bootstrap method does not always give sufficient information to compute a p-value, and neither a confidence interval. One problem is that p-values (and confidence ...
Sextus Empiricus's user avatar
2 votes

p-values from CIs?

A CI can be constructed without a hypothesis. But a $p$-value requires you to state one. Consider, for one, that a difference in standard deviations is not a natural (interpretable) quantity but a ...
AdamO's user avatar
  • 61.9k
2 votes

Can we report a credibility or confidence interval for a quantity measured only once, but whose distribution is obtained by Bayesian methods?

You won't be able to calculate a (frequentist) confidence interval from a single observation since you cannot calculate two unknowns (mean $\bar{x}$ and variance $s^{2}$ needed for the normal ...
Durden's user avatar
  • 1,267
11 votes

p-values from CIs?

To compute a p-value with a Monte Carlo test, you must sample values under the null hypothesis and compute the fraction of simulation results that fall beyond the value for the statistic computed from ...
cdalitz's user avatar
  • 4,982
0 votes
Accepted

What is the best way to calculate confidence interval for spearman correlation by bootstrapping?

There are a number of issues with your approach, not just with the confidence interval itself: A bootstrap is usually performed by resampling an observed sample. You draw new samples from a ...
PBulls's user avatar
  • 3,658
0 votes

What is the best way to calculate confidence interval for spearman correlation by bootstrapping?

I'm not sure if you took it into account based on only the code you provided, but note that when bootstrapping for a CI for correlation, you have to bootstrap the dependence between the 2 variables as ...
Mathemagician777's user avatar
10 votes

If bootstrap works for $\hat{\alpha}$ and for $\hat{\beta}$, does it work for $\widehat{\alpha\beta}$?

This is more complicated than it sounds, so is a good question. To start off, the bootstrap doesn't work for $\hat\alpha^2$ when $\alpha=0$, which is a classic example of bootstrap failure. The ...
Thomas Lumley's user avatar
6 votes
Accepted

What is the rationale for computing a confidence interval in a study that won't or can't be repeated?

Here is a quote from Larry Wasserman's book "All of statistics"$^{[1]}$ that offers a different perspective on the topic. On page 92, he writes: Some texts interpret confidence intervals as ...
COOLSerdash's user avatar
  • 30.1k
3 votes

What is the rationale for computing a confidence interval in a study that won't or can't be repeated?

Actually, I think the rationale here: Is there a (scientific) rationale to compute a confidence interval in a study that won't or can't be repeated exactly? Makes it more necessary that the CI is ...
Shawn Hemelstrand's user avatar
12 votes
Accepted

What uncited method is being used to test for lead water pipes in the US?

This is a bit of a rabbit hole. It seems that the $357$ is the answer to a completely different question. Its calculation comes from the sample size for an infinite population of $$\dfrac{1.96^2 \...
Henry's user avatar
  • 38.7k
3 votes

What uncited method is being used to test for lead water pipes in the US?

A couple of references I found: ASTM standard Research Article with good references The state of Colorado paper seems to parallel this one from Michigan It references this group's work with this ...
R Carnell's user avatar
  • 5,123
4 votes

How can I calculate the weight of a study for meta-analysis?

Note that for this kind of weighting for a measure like the relative risk (i.e. you already have the estimates and their confidence intervals), the variance is simply defined as the standard error ...
James Stanley's user avatar
4 votes

How can I calculate the weight of a study for meta-analysis?

Right-ish. You've described a fixed-effects regression. Generally a random effects regression is more appropriate. You estimate this using software - there are lots of options, but my favorite is the ...
Jeremy Miles's user avatar
  • 17.5k
1 vote

Do 95% Confidence Invervals use +- 1.96 standard error or standard deviation?

Others have already answered which you need, standard deviation or standard error, but to form the appropriate weights you need the inverse of the sampling variance not its square root, still less the ...
mdewey's user avatar
  • 17.7k
5 votes

Do 95% Confidence Invervals use +- 1.96 standard error or standard deviation?

The formula for a 95% CI based on the a normal distribution is: $\mu \pm 1.96 \times se$ = $\mu \pm 1.96 \times \frac{sd}{\sqrt{n}}$, so you can use the standard error (se) or calculate the standard ...
Mathemagician777's user avatar
9 votes

Do 95% Confidence Invervals use +- 1.96 standard error or standard deviation?

A standard deviation (SD) quantifies variability among a set of values. A standard error (SE) quantifies the precision of a parameter you estimated by a statistical calculation. The parameter could be ...
Harvey Motulsky's user avatar
0 votes

What is the difference between pointwise confidence interval and uniform confidence interval in econometrics?

Just saw some webpage and realize if i use band as keyword instead of interval, i can find the definition, here is the wiki explanation for who might as well trying to figure out
Eileen's user avatar
  • 25
3 votes

linear Combination of Normal and T-Distributions

What you have is a mixture distribution, and that the components of the mixture are normal and t is irrelevant. Let $F$ and $G$ be two cdfs (cumulative distribution functions) and consider the mixture ...
kjetil b halvorsen's user avatar
2 votes

Is there a formula for the 95% confidence interval for the Skellam distribution or difference of two Poisson r.v.'s?

You can probably get away with the typical $$ \bar{x} \pm z_{1-\alpha/2} \dfrac{\widehat{s}}{\sqrt{n}} \>. $$ The poisson with $\lambda\approx 20$ is very nearly normal (see below) so you can ...
Demetri Pananos's user avatar
11 votes
Accepted

Bootstrap confidence intervals: proving correctness

How you prove this depends on your statistic $\theta$; there are complicated and straightforward versions depending on how difficult $\theta$ is. Fundamentally, though, the bootstrap works by the ...
Thomas Lumley's user avatar
3 votes

Montecarlo Confidence Interval of T distribution

As explained in the comments, you seem to be trying to approximate the 97.5th percentile of these distributions (i.e. the value $c$ so that $\int_{-\infty}^c\text{pdf}(x)=0.975$). I'm not sure if you ...
PBulls's user avatar
  • 3,658

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