# Tagged Questions

An interval of random variables, depending on observed data, which, with a fixed probability, contain an unknown parameter of interest.

1answer
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### How to calculate confidence intervals of $1/\sqrt{x}$-transformed data after running a mixed linear regression in stata?

I have run a series of mixed linear regressions in Stata, some with inverse-square-root ($1/\sqrt{x}$) transformations and others with square root ($\sqrt{x}$) transformations. How do I calculate ...
0answers
37 views

### Calculating the area of a confidence ellipse within a certain region

I was wondering if someone had an idea on how to calculate the blue shaded area inside my confidence ellipse. Any suggestions or places to look are greatly appreciated. Also, I am hoping to find a ...
1answer
49 views

### Nonlinear regression: Confidence intervals on transformed or untransformed parameters?

Suppose I am using a standard inhibition model to find biochemical parameters that fit my data. The equation is: $y = \frac{A}{{1 + \exp \left( {\ln \left[ S \right] - \ln IC_{50}} \right)}}$ where ...
0answers
20 views

### Can parameter uncertainties be salvaged when the residuals are correlated?

I have a nonlinear physical model for which I'm trying to determine parameter uncertainties using Monte Carlo. Instead of describing the nitty-gritty details, I will use a series of figures: ...
1answer
41 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 ...
0answers
11 views

### What is the confidence interval for quantile regression? And how to find other than default? [migrated]

There is a way to construct the confidence interval for quantile regression: x <- rnorm(1000) y <- x + 2*rnorm(1000) rqm1 <- rq(y~x) summary(rqm1) What ...
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48 views

### Is there evidence to say with 99% confidence that the proportions are different?

A college placement service interviewed 1,100 graduates to determine if they were satisfied with the teaching they received. Of the 400 who had taken statistics, 225 said they were satisfied. Of the ...
1answer
56 views

### How to estimate true value and 95% bands when distribution is asymmetrical?

I have a set of results of independent measurements of some physical quantity. As an example I give here real expermental data on methanol refractive index at 25 degrees Celsius published in ...
0answers
146 views

### Ratios of means - statistical comparison test using Fieller's theorem?

I would really appreciate any suggestions with the following data analysis issue. Please read till the end as the problem at first may appear trivial, but after much researching, I assure you it is ...
2answers
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### 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: ...
0answers
27 views

### Method to evaluate a multiple choice type survey [closed]

I have designed a survey that asks survey takes a set of question based on a video. There are many such videos and each video has three questions. Questions have four options each. I need to evaluate ...
0answers
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### Assigning weights in crowdsourcing or voting system

In Multi-weighted voting system, how is each individual worker is assigned with a weight? What is the concept behind it?
1answer
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### error in estimation with continuous data (New to Statistics)

Is there a way to correlate error in a fit (MSD) to the error of the a calculation performed with the parameters associated with the fit? My specific problem is dealing with spectroscopic data. I ...
0answers
17 views

### Duality between acceptance region of testing and confidence region in terms of optimality?

The duality theorem between acceptance region of testing and confidence region is about their validity (i.e. satisfying the significance level of the former and the confidence level of the latter sum ...
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23 views

### Does pivoting a discrete CDF provide a pivot?

In Section 9.2.3 of Casella's Statistical Inference, they base their confidence interval construction for a parameter $\theta$ on a real-valued statistic $T$ with cdf $F_T(t| \theta)$. They first ...
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33 views

### Computing a bootstrap confidence interval for the prediction error with the percentile and the BCa method

I have two related questions regarding the computation of a non-parametric bootstrap confidence interval for the prediction error. Setting: I have a sample S from a data population P and a learner L, ...
1answer
70 views

### confidence interval for classification error---binomial assumption vs. bootsrap resampling

I am developing a classifier using a set of N patterns, where N~1000. I am using K-fold cross-validation (with K=5) and computing the probability of classification error p (typical value is p=0.03). ...
0answers
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### How are confidence intervals constructed from point estimates?

Wikipedia gives a brief description on constructing confidence intervals from point estimates, and in particular points out three ways, "the method of moments", "likelihood theory" and "the estimating ...
0answers
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### Meaning of following statement about confidence intervals

From Wikipedia Confidence intervals are an expression of probability and are subject to the normal laws of probability. I was wondering what the normal laws of probability means? Are they the ...
0answers
38 views

### In testing, do we need to make the area of an acceptance region as small as possible?

One criterion to access a confidence interval is that the smaller its area, the better. For hypothesis testing, I was wondering if it is also that the smaller the area of the acceptance region, the ...
0answers
25 views

### How do you construct confidence interval (by the method of pivots)?

From a note Many derivations of confidence intervals can be described in terms of ... (pivot). ... The best choice is often suggested by looking at what statistic a good hypothesis test ...
1answer
64 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 ...
0answers
97 views

### marginal effects (and confidence interval) for interaction variables (STATA)

I'm trying to marginal effects (and their confidence intervals) for an interaction variable. I'm using Stata and it's panel data (pooled cross-sectional time ...
1answer
63 views

### How to derive a confidence interval from an F distribution?

So, this is the question I'm working on: Suppose we observe a random sample of five measurements: 10, 13, 15, 15, 17, from a normal distribution with unknown mean $µ_1$ and unknown variance $σ_1^2$. ...
1answer
73 views

### Behrens–Fisher problem on Wikipedia [closed]

In the opinions of the denizens of this forum, how good is this article? It makes a big point of the unsolved mathematical problem, and says little about the fact that just which math problem is to ...
1answer
92 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: ...
0answers
19 views

### Deciding if my mutant strains are significantly different from my wild type from data measured over time or from gradients

I have a set of data which is the oxygen consumption of a wild type (WT) and a few mutants. I averaged the data and plotted graphs with each mutant and WT series and plotted a line of best fit. Is ...
0answers
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### 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 ...
1answer
49 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 ...
0answers
38 views

### Determining confidence intervals: using partial information on possible outcomes

Let's say we have a mathematical model that provides the probability of finding oil at a location in terms of a system of 10 bins with probabilities going from very low, say 2%, to 20% for the best ...
1answer
61 views

### Confidence interval for a small number of iid Poisson

I want to calculate the confidence interval for $\lambda$ from a small ($n=10$) set of repeated observations from a Poisson distribution. That is, I have $X_1, \dots, X_{10}$ which I believe are ...
0answers
19 views

### HDR: highest density regions or Confidence Intervals

I am trying to do a hypothesis testing on my bootstrap panel regression parameters, I am thinking about creating confidence intervals bootstrap generated parameters, but I could construct highest ...
3answers
78 views

### Need help understanding calculation about Confidence interval

I am currently reading Math behind A/B testing written by Amazon and got stuck. At some point they say: To determine the 95% confidence interval on each side of conversion rate, we multiply the ...
0answers
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### how do you create 1000 confidence intervals of sample size 20? [closed]

On excel, how do you create 1000 confidence intervals of sample size 20? So how do you simulate 1000 of these 20 samples, to get the upper bound, lower bound, average, and standard deviation as ...
1answer
62 views

### How to find mean and standard deviation based on a given confidence interval?

If a 95% confidence interval for a population mean ranges from 200 to 240 (that is, LCL=200 and UCL=240). Then, the computed numerical values of sample mean, $\bar{x}$, and sample standard deviation ...
0answers
19 views

### confidence interval with small supopulations

I am currently using a large dataset (n=1.850) composed of smaller samples of several countries. I am currently aiming to describe the sample and infer to the population using simple frequencies ...
0answers
27 views

### Some clear range and interval definitions

What is your or an offical (please provide link to citation) definition of range AND interval _? Or perhaps put in another way: what is the major important difference between the two terms _? In my ...
1answer
78 views

### How to calculate the standard error of the marginal effects in interactions (robust regression)?

what I am interested in learning is how to calculate the std error of the marginal effects of a X variable when it is part of an interaction, especially in robust regression. There are tipically two ...
1answer
120 views

### Significant difference from regression confidence intervals

I have a question about statistical significance in relation to confidence intervals from linear regression. I'm obviously far from a stats expert, and I've been searching for the answer to this, ...
2answers
100 views

### What should I do when a confidence interval includes an impossible range of values?

Let's say I'm analyzing the mean number of students per class for a school district. The district has imposed a hard limit on the maximum ratio: there can never be more than 30 students in a class. ...
1answer
95 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 ...
1answer
93 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 Bin(100,0.5).
1answer
44 views

### Trends in noisy data and the applicability of the 95% confidence interval

I am performing simulations while measuring a quantity A which depends on the parameter B. I make N independent measurements of A for given values of B. I can then calculate the mean to get an ...
1answer
19 views

### How to test the significance of increase in sample interval range(s)?

Suppose we have two samples of a variable taken under different conditions: e.g. A1 without medical treatment and A2 after medical treatment. These are not necessarily normally distributed. Suppose A1 ...
0answers
44 views

### How do you think about the central estimate when the confidence interval is asymmetric?

I'm using a wild bootstrap to create confidence intervals around fitted values of the following model, for a specific combination of the factors, as x varies across its range. ...
0answers
66 views

### Why does the mean of the bootstrapped distribution not equal the original summary stat?

I have n samples and their average. There's some correlation so I used a moving block bootstrap to get an empirical distribution of the mean. The mean of this empirical bootstrapped distribution seems ...
0answers
33 views

### A randomized block experiment [closed]

A randomized block experiment was conducted to investigate the effect of different lighting patterns (the treatment factor) on the egg production of chickens. Extended daylight (14 hours) and flashing ...
0answers
51 views

### Bootstrap Prediction Intervals

My question concerns the construction of forecast prediction intervals using bootstrapping. I have a 36 month time series, which I am using to perform point forecasts for the next 12 months using ...
0answers
69 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 ...
0answers
66 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 ...
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