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Question: <p>Below is sample code showing the widths of binomial confidence intervals (using a <a href="https://en.wikipedia.org/wiki/Binomial_proportion_confidence_interval#Normal_approximation_interval" rel="nofollow noreferrer">simple normal approximation</a>) and multinomial "simultaneous confidence intervals" (fro...
https://stats.stackexchange.com/questions/333933/using-binomial-confidence-intervals-for-multinomial-confidence-intervals
Question: <p>Suppose I have some data that includes height and weight measurements for 1000 people - I am interested in calculating the Correlation Coefficient to see if there exists some correlation between height and weight, and if this correlation is statistically significant.</p> <p>I was curious in learning more a...
https://stats.stackexchange.com/questions/595103/classical-confidence-intervals-vs-bootstrap-confidence-intervals
Question: <p>I have a very basic question about interpreting confidence intervals. Say I use R to fit a linear model to the Nile water flow time series (from the <code>datasets</code> package), like this: </p> <pre><code># Flow of the Nile river (10^8 cubic metres per year) between 1871-1971 nile.ts &lt;- data.frame(y...
https://stats.stackexchange.com/questions/310056/confidence-intervals-on-model-parameters
Question: <p>I don't have too formal of a grounding in statistics, so sorry if this doesn't make much sense. But:</p> <p>What are the differences between using a t-distribution to generate confidence intervals for small samples vs using a wilson score confidence intervals? Can they even both be used for this purpose, ...
https://stats.stackexchange.com/questions/91612/t-statistic-confidence-intervals-vs-wilson-score-confidence-intervals
Question: <p>Suppose I have a $95 \%$ confidence interval for $\mu$ with population variance $\sigma^{2}$ known. It will be of the form $$[\bar{X}-1.96 \sigma/\sqrt{n}, \bar{X}+1.96 \sigma/\sqrt{n}]$$ </p> <p>The statistical interpretation of this is that $95\%$ of the confidence intervals will contain the true mean? ...
https://stats.stackexchange.com/questions/12321/interpreting-confidence-intervals
Question: <p>I'm new to CrossValidated so please excuse any shortcomings in my question.</p> <p>Suppose I have a sample of 500, for a population of 500,000. I asked my sample of 500 what day of the week they go grocery shopping and assume I do not know the actual distribution of which day of week people go grocery sho...
https://stats.stackexchange.com/questions/135058/minimizing-95-confidence-interval-extent-for-bootstrapped-confidence-intervals
Question: <p>This may be a dumb question, but when talking about multiple regression analyses are "simultaneous" confidence intervals and confidence "bands" the same thing?</p> <p>I'm still having trouble figuring this out and how to compute the two things, if in fact they are different. From what I can tell simultan...
https://stats.stackexchange.com/questions/177110/confidence-bands-vs-simultaneous-confidence-intervals
Question: <p>I have a question about confidence intervals.</p> <blockquote> <p>In general, are confidence intervals open or closed?</p> </blockquote> Answer: <p>The short answer is &quot;Yes&quot;.</p> <p>The longer answer is that it does not really matter that much because the ends of the intervals are random vari...
https://stats.stackexchange.com/questions/15872/are-confidence-intervals-open-or-closed-intervals
Question: <p>In frequentist statistics, a 95% confidence interval is an interval-producing procedure that, if repeated an infinite number of times, would contain the true parameter 95% of the time. Why is this useful?</p> <p>Confidence intervals are often misunderstood. They are <em>not</em> an interval that we can be...
https://stats.stackexchange.com/questions/390093/are-confidence-intervals-useful
Question: <p>I'm studying confidence intervals, and I'm curious about how one might generate a confidence interval for the confidence interval, if that even makes sense.</p> <p>For example, let's say I draw simple random samples of n=100 from some population, calculate sample means and standard deviations, and constru...
https://stats.stackexchange.com/questions/194499/confidence-interval-for-the-confidence-interval
Question: <p>Statistics textbooks go out of their way to say that 95% Confidence Intervals (CIs) do not mean that you can be 95% sure that the population parameter of interest is somewhere between the high and low end of the interval. Rather, if your sample was drawn an infinite number of times, 95% of the intervals wo...
https://stats.stackexchange.com/questions/439860/95-confidence-intervals
Question: <p>I have a collection of efficiency curves i.e. numbers between 0 and 1 as a function of a physical variable. Each efficiency point on the curve has an associated Clopper Pearson 1-sigma confidence interval.</p> <p>I now need to combine these to obtain a total efficiency as a function of said variable. This...
https://stats.stackexchange.com/questions/60844/combining-confidence-intervals
Question: <p>I've read other answers on this stackexchange for this topic, but I have a few questions I would like clarified:</p> <p>Confidence bands are usually visualized as the connected lines ('bands') formed from confidence intervals throughout the regression. This leads me to believe (possibly incorrectly) that t...
https://stats.stackexchange.com/questions/655191/difference-between-confidence-bands-and-confidence-intervals
Question: <p>I am writing a research paper about time series forecasting using neural networks. In my results I created tables containing error values (RMSE, MAE and RMSSE) for the predictions and made plots showing the predicted values over the original data.</p> <p>Now, I have been told that I need to add confidence...
https://stats.stackexchange.com/questions/520577/how-important-are-confidence-intervals
Question: <p>My question flows out of <a href="http://andrewgelman.com/2016/11/05/why-i-prefer-50-to-95-intervals/#comment-342062" rel="noreferrer">this comment</a> on an Andrew Gelman's blog post in which he advocates the use of 50% confidence intervals instead of 95% confidence intervals, although not on the grounds ...
https://stats.stackexchange.com/questions/248113/are-50-confidence-intervals-more-robustly-estimated-than-95-confidence-interva
Question: <p>I hope this is the right site to post this.</p> <p>The example I have in my mind is a GLMM model, where we infer random effects, and a random effect caterpillar plot (with confidence intervals):</p> <p><a href="https://i.sstatic.net/R4Wu6.png" rel="nofollow noreferrer"><img src="https://i.sstatic.net/R4W...
https://stats.stackexchange.com/questions/200647/topology-of-confidence-intervals
Question: <p>I have two means that refers to two different samples of different populations. Let's say, for example, that the two means are 1.0 and 3.15. I can compute confidence intervals about these two cases and, logically, higher is the confidence interval, larger are the two intervals (they tend to infinite width)...
https://stats.stackexchange.com/questions/192756/where-two-confidence-intervals-meet
Question: <p>Suppose I estimate a mean and construct some sort of confidence intervals (e.g. based on normal approximation or bootstrapped) around the mean. I now wish to rescale my mean from, say, the mean number of infections per hundred persons to the mean number of infections per thousand persons by multiplying the...
https://stats.stackexchange.com/questions/419406/are-confidence-intervals-scale-invariant
Question: <p>In one of my assignments I have to "test" if the confidence intervals (CIs) for a set of parameters in a mixed effect model is accurate. I'm asked to simulate from fitted parameters and after that to refit them using the same model many times. Lastly, I need to take 2.5% and 97.5% quantiles of them and com...
https://stats.stackexchange.com/questions/152750/test-of-confidence-intervals
Question: <p>I'm looking for help with this figure.</p> <p>Plotted are percentages and confidence intervals for each year (I didn't collect the data).</p> <p>I am wondering, under what circumstances would the confidence intervals be the same as the percentage for that year... What's going on in the data that allows th...
https://stats.stackexchange.com/questions/480991/confidence-intervals-whats-going-on
Question: <p>I have two probabilities $p$ and $q$. $p&gt;q$, and they aren't correlated. I'm going to calculate $i$ such that $p^i=q$, which is easily done as $\log_p(q)$.</p> <p>Now, I'd like to also calculate a confidence interval for $i$, which is necessarily going to be a function of both $p$ and $q$'s confidence ...
https://stats.stackexchange.com/questions/28605/joint-confidence-intervals-for-probabilities
Question: <p>Assuming two samples of numeric values for two groups of unequal group sizes (e.g. 100 opinion scores collected from group A and 15 opinion scores collected from group B), I understand that non-overlapping 95% confidence intervals of the opinion scores indicate that there is a statistically significant dif...
https://stats.stackexchange.com/questions/467331/interpreting-overlap-of-bootstrapped-confidence-intervals
Question: <p>I am trying to select between the following two methods to look for significant differences between two abundance estimates: 1) calculation of the 95% confidence interval for the difference between the two group means to determine if confidence intervals overlap zero, and 2) 83% confidence intervals. I rea...
https://stats.stackexchange.com/questions/146342/hypothesis-testing-95-confidence-intervals-of-group-means-overlapping-zero-or
Question: <p>I have two numeric variables (death rates), each without confidence intervals, and I want to calculate the CI of the ratio between the two values.</p> <p>I was using the MOVERR method developed by Donner &amp; Zhou but this was only applicable to values with confidence intervals. <a href="https://rdrr.io/c...
https://stats.stackexchange.com/questions/616113/confidence-interval-for-ratio-between-two-values-without-confidence-intervals
Question: <p>I designed a heuristic that solves a problem concerning network graphs. It was tested on thousands of different instances that have various different characteristics: Topology, template, number and position of users, capacities, ... It produced more than 300000 results that also depend on the random seed t...
https://stats.stackexchange.com/questions/137543/boxplots-vs-confidence-intervals
Question: <p>I know that there are a lot of methods to find the confidence intervals for binomial proportions using methods like Agresti-Coull, but is there any important papers mentioning to find confidence intervals for multinomial case?</p> Answer: <p>Not sure about important papers, but there's the obvious traditi...
https://stats.stackexchange.com/questions/569073/confidence-intervals-for-multinomial-proportions
Question: <p>In the literature, I see post-sample criticisms of frequentist confidence intervals — but the usual targets are intervals that use somewhat weak methods such as assumed normality or other long-run/asymptotic methods.</p> <p>However, Bayesian credibility intervals simply average over a number of likelihood ...
https://stats.stackexchange.com/questions/539413/do-likelihood-based-confidence-intervals-avoid-general-criticisms-of-confidence
Question: <p>I'm looking for an example for confidence intervals similar to the following but has only one continuous interval. The following confidence interval is two separate set each of which only contain one value, which seem rather odd for being confidence interval:</p> <p><img src="https://i.sstatic.net/Nivwo....
https://stats.stackexchange.com/questions/119805/simple-example-of-confidence-intervals
Question: <p>I was wondering if anyone might know of a way to calculate confidence intervals around an ICC(1) value? I'm running a multilevel model using the lmer() function in lme4 where I'm interested in seeing if there is a significant amount of within-person variation in a particular construct. I've run a null mode...
https://stats.stackexchange.com/questions/578301/confidence-intervals-for-icc
Question: <p>I've run a Poisson QAP (quadratic assignment procedure) regression in R on my network data. As expected, the output provides permutation-based p-values, but not standard errors or confidence intervals.</p> <p>To communicate the uncertainty around my estimates, I’d like to explore whether it's possible to d...
https://stats.stackexchange.com/questions/663864/qap-regression-and-confidence-intervals
Question: <p>If I understand correctly a confidence interval of a parameter is an interval constructed by a <em>method</em> which yields intervals containing the true value for a specified proportion of samples. So the 'confidence' is about the method rather than the interval I compute from a particular sample. </p> <...
https://stats.stackexchange.com/questions/3911/when-are-confidence-intervals-useful
Question: <p>In a binomial experiment, I have an estimate for the probability of 3 independent events A, B &amp; C, each with a 95% confidence interval.</p> <p>(Trivial example values)</p> <p><code>P(A) = .12 (.05, .29)</code><br /> <code>P(B) = .16 (.08, .25)</code><br /> <code>P(C) = .06 (.02, .14)</code></p> <p>I ne...
https://stats.stackexchange.com/questions/616470/confidence-intervals-calculated-from-other-confidence-intervals-binomial-proble
Question: <p>I am constructing 95% confidence intervals on some metric of interest using MC simulation. These intervals can be constructed for example using bootstrapping. </p> <p>Does it mean that if I repeat the same MC simulation 100 times with a different seed, 95% of my results should be inside the confidence int...
https://stats.stackexchange.com/questions/287939/monte-carlo-error-confidence-intervals
Question: <p>Could you please tell me what is the difference between confidence interval and confidence region in the following sense? </p> <p>For example, we have s multiple linear regression model. For individual confidence intervals, we use $t$-statistics to find individual confidence intervals for regression para...
https://stats.stackexchange.com/questions/138603/confidence-interval-and-confidence-region
Question: <p>A <a href="http://en.wikipedia.org/wiki/Confidence_interval#Statistical_theory" rel="nofollow">definition</a> of a confidence interval could be:</p> <blockquote> <p><strong>A confidence interval</strong> for the parameter θ, with confidence level or confidence coefficient γ, is an interval with random...
https://stats.stackexchange.com/questions/191133/different-methods-different-confidence-intervals
Question: <blockquote> <p>By default Prophet will return uncertainty intervals for the forecast <code>yhat</code>.</p> </blockquote> <p>Unfortunately, <a href="https://facebook.github.io/prophet/docs/uncertainty_intervals.html" rel="noreferrer">the documentation</a> about those &quot;uncertainty intervals&quot; is extr...
https://stats.stackexchange.com/questions/619860/are-prophets-uncertainty-intervals-confidence-intervals-or-prediction-interva
Question: <p>I'm interested, purely out of curiosity, in what methods can be used to calculate confidence intervals for discrete integer model parameters.</p> <p>As an example, consider the model (which I can flesh out with code if needs be)</p> <p><span class="math-container">$$ y \in [0,1]; \\ P(y_i = 1) = \begin{ca...
https://stats.stackexchange.com/questions/579228/confidence-intervals-for-integer-parameters
Question: <p>Given a time series data sample I have computed autocorrelation coefficients for various lags, the result looks something like this</p> <p><a href="https://i.sstatic.net/VEDsn.jpg" rel="noreferrer"><img src="https://i.sstatic.net/VEDsn.jpg" alt="enter image description here"></a></p> <p>How do I compute ...
https://stats.stackexchange.com/questions/368404/confidence-intervals-for-autocorrelation-function
Question: <p>Suppose we have given a two $95 \%$ confidence intervals for $X_1$ and $X_2$. They are normally distributed. From this how would we get a $95 \%$ confidence interval for $X_{1}/X_{2}$?</p> Answer: <p>I dont think you can get the 95CI of mean(x1/x2) just by their separate 95CI. Maybe you can do a simulatio...
https://stats.stackexchange.com/questions/41141/given-two-95-confidence-intervals
Question: <p>Suppose we have <span class="math-container">$2$</span> independent population parameters <span class="math-container">$p_1$</span> and <span class="math-container">$p_2$</span>, such that the <span class="math-container">$90$</span>% ( symmetric ) confidence intervals for <span class="math-container">$p_1...
https://stats.stackexchange.com/questions/461378/confusion-regarding-confidence-intervals
Question: <p><strong>Context</strong></p> <p>This is a basic question about confidence intervals. So the standard way to estimate a confidence interval.Assuming we have a set of $N$ random variables $\{X^i\}$ such that all of them are i.i.d. We know that the mean of is converges to the central limit of a $N(\mu,\frac{...
https://stats.stackexchange.com/questions/271099/particle-filter-confidence-intervals
Question: <p>I'm attempting to compute confidence intervals for an ordered probit. I am a graduate student and it was suggested as one of the tasks to add to my final paper. I have found a few papers discussing it but I'm not sure if this has to be done manually. I am using Stata.</p> <p>The confidence intervals are f...
https://stats.stackexchange.com/questions/144636/confidence-intervals-for-ordered-probit
Question: <p>These might be slightly basic questions for confidence intervals but I can't think exactly how to resolve them.</p> <p>Considering an example where I have access to the entire population e.g. the annual revenue for a company over the last decade <span class="math-container">$R_i, i\in{1,..10}$</span> wher...
https://stats.stackexchange.com/questions/442655/confidence-intervals-for-population
Question: <p>I am looking at a Monte-Carlo engine with N simulations. This Monte-Carlo engine builds a distribution from which I would like to read the 99%-tile (called the VaR). The problem can be interpreted as Monte-Carlo VaR (value at risk). I use a confidence interval on this quantile obtained with 2 different m...
https://stats.stackexchange.com/questions/287710/monte-carlo-quantile-confidence-intervals
Question: <p>I've been playing around with the module "Confidence Intervals Around a Mean" (meanCI) from statsTeachR (www.statsteachr.org), authored by Eric A Cohen (unfortunately, author's contact information was not available).</p> <p>It "focuses on understanding and calculating confidence intervals around a sample ...
https://stats.stackexchange.com/questions/115554/confidence-intervals-around-a-mean-biased-non-centered-confidence-interval
Question: <p>I am using a mixed-effects beta regression model in my study because my values are bounded between 0 and 1. When I run the same analysis using a linear mixed-effects model, I obtain similar results (predictors have the same directions and are significant). In the linear model, the confidence intervals rema...
https://stats.stackexchange.com/questions/656994/confidence-intervals-in-beta-regressions
Question: <p>About theoretical concepts... We use confidence intervals to do an inference to extrapolate results from study to similar sample. Is this true?</p> <p>Which is the difference between a confidence interval, and dividing the result by <span class="math-container">$\sqrt{n}$</span>, how does the standard err...
https://stats.stackexchange.com/questions/647158/standard-error-and-confidence-intervals
Question: <p>I am learning about confidence intervals, but don't think I understand them very welll.</p> <p>Assume <span class="math-container">$$(\mu - \hat{\mu}) \sqrt{\frac{n}{\sigma(\mu)}}$$</span> is asymptotically standard normal. So I guess we can say that a 95 % CI is <span class="math-container">$\hat{\mu} \...
https://stats.stackexchange.com/questions/368347/two-questions-about-confidence-intervals
Question: <p>I'm trying to understand confidence intervals for linear combinations of parameters (lincom command in STATA). Let's say I'm interested in whether smoking is associated with low birth weight (using the lbw dataset, see example in help logit).</p> <pre><code>webuse lbw logit low age lwt i.race smoke ptl ht...
https://stats.stackexchange.com/questions/231067/understanding-lincom-confidence-intervals-stata
Question: <p>I have a sample of 20 subjects. I have two continuous variables, <strong><em>X</em></strong> and <strong><em>Y</em></strong> which are linearly related. I use linear regression to estimate the regression coefficient relating <strong><em>X</em></strong> and <strong><em>Y</em></strong>.</p> <p>For each subj...
https://stats.stackexchange.com/questions/205359/calculating-group-mean-and-confidence-interval-from-single-subject-means-and-con
Question: <p>I have a regression of costs on volume and some interactions (costs ~ volume + volume:year + year)</p> <p>Often times when I do a regression, I expect a negatively sloped relationship and the model validates that. I can add up the volume coefficient and the associated interaction term for a given point a...
https://stats.stackexchange.com/questions/83951/regression-mean-response-confidence-interval-vs-confidence-intervals-of-each-pr
Question: <p>I am new to statistics and have run into some trouble understanding computing confidence intervals and am seeking some help. I will outline the motivating example in my textbook and hopefully someone can offer some guidance. </p> <p>Example </p> <p>There is a population of mean values and your goal is to...
https://stats.stackexchange.com/questions/73875/confidence-intervals-intuition
Question: <p>I read <a href="https://stats.stackexchange.com/questions/16493/difference-between-confidence-intervals-and-prediction-intervals">Difference between confidence intervals and prediction intervals</a> and <a href="https://www.graphpad.com/support/faq/the-distinction-between-confidence-intervals-prediction-in...
https://stats.stackexchange.com/questions/336736/difference-between-confidence-intervals-and-prediction-intervals-and-data-set
Question: <p><a href="https://stats.stackexchange.com/questions/61266/why-is-dependence-a-problem">The answer to this question</a> discusses problems associated with calculating P-values for dependent observations. Let's say you have observations from two different groups that are dependent. You consider carrying out a...
https://stats.stackexchange.com/questions/97638/confidence-intervals-for-dependent-observations
Question: <p>Let's say I have two samples and I want to calculate confidence intervals for the means of each sample.</p> <pre><code>x = rnorm(10) y = rnorm(10) </code></pre> <p>Using the t.test command I'm able to get the following output.</p> <pre><code>&gt; t.test(x, y) Welch Two Sample t-test data: x and y...
https://stats.stackexchange.com/questions/86509/calculating-confidence-intervals-for-two-samples
Question: <p>Iam currently reading up on basic statistics and Iam somewhat confused about the computation/inference of confidence intervals and hypothesis tests. As far as I have understood there are several techniques for both confidence interval estimation and hypothesis testing:</p> <p>confidence interval are comput...
https://stats.stackexchange.com/questions/575615/confidence-intervals-and-hyptothesis-testing
Question: <p>I am looking for references about calculating confidence intervals for mode (in general). Bootstrap may seem to be natural first choice, but as discussed by Romano (1988), standard bootstrap fails for mode and it does not provide any simple solution. Did anything change since this paper? What is the best w...
https://stats.stackexchange.com/questions/240563/calculating-confidence-intervals-for-mode
Question: <p>I have a dataset where the response is the number of successes and I have two factor variables A, B (A has 6 levels and B has 4 levels) and a quantitative variable H (H is hours so it is non-negative). The number of trials is fixed for different levels of A -- A1 always has 20 trials, A2 always 12, etc). ...
https://stats.stackexchange.com/questions/140481/confidence-intervals-for-non-normal-data
Question: <p>What is the correct way to define confidence intervals for the mean of multiple correlations? I understand how to calculate CIs for individual correlation coefficients, I also understand how to calculate the mean correlation through Fisher's transformation. But what are the confidence intervals for this me...
https://stats.stackexchange.com/questions/497609/confidence-intervals-for-mean-correlation
Question: <p>Body mass index was compared for two groups, people with elevated triglycerides (above 1.7 mmol/L) and people with normal triglyceride levels. The 10 people in the group with elevated triglyceride had body mass index mean = 26.1 and standard deviation = 3.72 and the 15 people in the normal group had body m...
https://stats.stackexchange.com/questions/28809/calculating-confidence-intervals
Question: <p>I'm using exponential smoothing (Brown's method) for forecasting. The forecast can be calculated for one or more steps (time intervals). Is there any way to calculate confidence intervals for such prognosis (ex-ante)?</p> Answer: <p>Exponential smoothing methods as such have no underlying statistical mode...
https://stats.stackexchange.com/questions/43501/confidence-intervals-for-exponential-smoothing
Question: <p>I have calculated the repeatability of individuals' responses to a stimulus using the methodology of <a href="http://www.univet.hu/users/jkis/education/Kutatastervezes/Lessells_Boag_Auk_87_Unrepeatable_repeatabilities_-_a_common_mistake.pdf" rel="nofollow">Lessells &amp; Boag (1987) Auk 104:116</a>, where ...
https://stats.stackexchange.com/questions/11898/confidence-intervals-for-repeatability
Question: <p>Recently, I began my statistics journey to understand the field better. Previously, my experience with statistics consisted of memorizing formulas, conditions, and applications of the latter. While one can often get away with such a superficial understanding, I overlooked the intuition behind most statisti...
https://stats.stackexchange.com/questions/650430/why-are-confidence-intervals-valid
Question: <p>I am wondering about the following situation: I have a confidence interval estimator <span class="math-container">$\delta(x)=[lb, ub]$</span>, which returns valid a%-confidence intervals for a value <span class="math-container">$\theta \in \mathbb{R}$</span> (not necessarily a parameter). How can I obtain ...
https://stats.stackexchange.com/questions/439994/transformation-of-confidence-interval-confidence-interval-of-transformation
Question: <p>My understanding is that when forecasting if you want to quantify the level of uncertainty of your model, one would typically use predictive intervals. However in Microsoft Excel, when using the 'Forecast Sheet' tool, it appears to be expressing uncertainty using confidence intervals instead.</p> <p>Are co...
https://stats.stackexchange.com/questions/618679/excel-using-confidence-intervals-when-forecasting
Question: <p>I think I have a pretty simple question about constructing confidence intervals for normalized random variables.</p> <p>If I have i.i.d random variables <span class="math-container">$X_1, X_2, X_3, ..., X_n \sim F$</span> for some distribution <span class="math-container">$F$</span>, and say i have the sta...
https://stats.stackexchange.com/questions/596267/confidence-intervals-for-normalized-random-variables
Question: <p>I have some data like:</p> <pre><code> Var1 Var2 Study1 20/23 3/23 Study2 30/34 4/34 Study3 1/30 29/30 </code></pre> <p>I would like to calculate pooled proportions with confidence intervals using R.</p> Answer:
https://stats.stackexchange.com/questions/316083/pooled-proportions-with-confidence-intervals
Question: <p>I'm running a mixed model on some data. I want to calculate confidence intervals for my model. </p> <p>For this I have adapted the following code section from <a href="http://glmm.wikidot.com/faq" rel="nofollow">Predictions and/or confidence (or prediction) intervals on predictions (lme4)</a>. The problem...
https://stats.stackexchange.com/questions/60448/confidence-intervals-for-glmer-from-lme4
Question: <p>I've read in many articles about Confidence Interval as below</p> <p>One such article link: <a href="https://www.statisticssolutions.com/misconceptions-about-confidence-intervals/" rel="nofollow noreferrer">https://www.statisticssolutions.com/misconceptions-about-confidence-intervals/</a></p> <ol> <li><p>[...
https://stats.stackexchange.com/questions/539778/confidence-interval-revisit
Question: <p>I am totally new to stats and the field of confidence intervals. So this might be very trivial or even sound stupid. I would appreciate if you could help me understand or point me to some literature/text/blog that explains this better.</p> <p>I see on various news sites like CNN, Fox news, Politico etc ab...
https://stats.stackexchange.com/questions/38676/confidence-intervals-vs-sample-size
Question: <p>I am reading the <a href="https://astrostatistics.psu.edu/su07/R/html/boot/html/abc.ci.html" rel="nofollow noreferrer">documentation</a> of <code>boot::abc.ci</code> and feel I am missing something. It sounds like the &quot;ABC&quot; method is just an approximation of BCa bootstrap confidence intervals.</p...
https://stats.stackexchange.com/questions/545316/what-are-abc-boostrap-confidence-intervals
Question: <p>I'd like to compute confidence intervals in R for quantiles from generalized lambda distribution.</p> <p><a href="https://www.sciencedirect.com/science/article/abs/pii/S0167947309000437" rel="nofollow noreferrer">Steve Su (2009)</a> introduces below 2 ways to calculate confidence intervals. I think I could...
https://stats.stackexchange.com/questions/518733/r-confidence-intervals-for-quantiles-from-generalized-lambda-distribution
Question: <p>I am using simulation to compute a unique score for every college basketball team, and ranking these teams based on that score.</p> <p>I am sensitive to the fact that the score sometimes differs by a tiny amount (1 part in 1,000), which is unlikely to be meaningfully different. Therefore, I am planning to...
https://stats.stackexchange.com/questions/182405/ranking-by-score-with-confidence-intervals
Question: <p>I have a bunch of variables organized into 10 different levels of a grouping factor. I'm doing some ANCOVA on particular variables and also plotting the data using boxplots. I'd like to add 84% confidence intervals to all the groups (since non-overlapping 84% CIs indicate a significant difference at alpha ...
https://stats.stackexchange.com/questions/1972/family-wise-confidence-intervals
Question: <p>I have a longitudinal dataset with continuous variables for 6 different time points nested within each ID. I prepared a longitudinal Poisson model with ID as a random effect for the intercepts, which in itself is working fine. In preparing the figures for the report, I prepared a figure with the predicted ...
https://stats.stackexchange.com/questions/597869/visualizing-confidence-intervals-in-longitudinal-models
Question: <p>Suppose I roll a 6-sided die 100 times and observe the following data - let's say that I don't know the probability of getting any specific number (but I am assured that each &quot;trial&quot; is independent from the previous &quot;trial&quot;).</p> <p>Below, here is some R code to simulate this experiment...
https://stats.stackexchange.com/questions/600395/confidence-intervals-for-dice-rolls
Question: <p>Suppose that 20 students visit a farmer's market and each pick (a random sample of) 25 oranges, weigh them, then create a 95% confidence interval for the true mean weight of an orange at the market. What is the probability that 5 of these intervals contain the true mean weight of an orange at the market an...
https://stats.stackexchange.com/questions/340257/confidence-intervals-and-probability-relationship
Question: <p>Can someone explain how confidence intervals for ARIMA forecasts are derived? I can't seem to find any good explanation of it. From what I've read it seems like because an ARIMA process can be expressed as an infinite valued MA process then the forecast values are normally distributed. If this is true then...
https://stats.stackexchange.com/questions/431467/arima-forecast-confidence-intervals
Question: <p>I have used the betareg package in R to fit a regression. My question is: how do I calculate confidence intervals for betaregression in R? </p> Answer: <p>The beta likelihood is not a regular exponential family, so constructing interval estimates for such two parameter families is not easily done. I think...
https://stats.stackexchange.com/questions/234254/confidence-intervals-for-beta-regression
Question: <p>I have two related questions:</p> <p>a) Is there any other way to calculate a confidence interval for the proportion, in addition to the "classical" form?</p> <p><a href="https://i.sstatic.net/egPJM.png" rel="nofollow noreferrer"><img src="https://i.sstatic.net/egPJM.png" alt="enter image description her...
https://stats.stackexchange.com/questions/184908/alternatives-calculus-for-proportions-confidence-intervals
Question: <p>How does one calculate confidence intervals of cross-validated estimates?</p> <p>For an epidemiological paper we use cat. and cont. NRI, IDI, and difference in C index for comparison of two Cox models. The reviewer suggested showing only cross-validated estimates <strong>and their 95% confidence intervals...
https://stats.stackexchange.com/questions/69831/confidence-intervals-for-cross-validated-statistics
Question: <p>Just to state that I don't belong to the statistics field or something related (I am medical scientist). I've been trying to understand more about the confidence interval and how to interpret it for biological studies (in case of biological experiments). In this case, I was advised to report confidence in...
https://stats.stackexchange.com/questions/303970/confidence-intervals-how-to-interpret-and-report
Question: <p>Suppose that we have 10 90% confidence intervals resulting from 10 large samples showing the percentage of 3rd-graders who don't know how to sum. Means, sample sizes and other statistical data are not given.</p> <p>(1.10, 1.12) (1.01, 1.04) (1.01, 1.15) (1.11, 1.12) (1.03, 1.04) (1.04, 1.07) (1.05, 1.20) (...
https://stats.stackexchange.com/questions/555302/combining-multiple-confidence-intervals
Question: <p>I am trying to understand the confidence interval for linear regression parameters. At this link <a href="https://stats.stackexchange.com/questions/88461/derive-variance-of-regression-coefficient-in-simple-linear-regression">Derive Variance of regression coefficient in simple linear regression</a> an answe...
https://stats.stackexchange.com/questions/263115/confidence-intervals-in-linear-regression
Question: <p>I recently directed to a very good explanation on the difference between an error band and a confidence intervals, <a href="https://stats.stackexchange.com/questions/217374/real-meaning-of-confidence-ellipse/217377#217377">here</a>.</p> <p>My question arose from the context of using error bars/bands or co...
https://stats.stackexchange.com/questions/442521/are-confidence-intervals-useful-for-fitting-data
Question: <p>Considering following linear multiple regression model: <span class="math-container">\begin{equation} y=X\beta + e, \end{equation}</span> where observations <span class="math-container">$y\in\Re^n$</span>, coefficents <span class="math-container">$\beta\in\Re^p$</span> and <span class="math-container">$e\s...
https://stats.stackexchange.com/questions/517730/question-about-confidence-intervals-and-prediction-intervals
Question: <p>Is it possible to get confidence intervals for the estimated CIF from a <code>survival::coxph</code> multi-state model?</p> <p>This code produces the cumulative incidence function, but there are no options to get confidence intervals:</p> <pre><code>library(survival) # 0 = Censored, 1 = Relapse, 2 = Death...
https://stats.stackexchange.com/questions/638037/cox-multi-state-model-cif-confidence-intervals
Question: <p>I have a forecast which involves sampling a probability distribution and therefore each time I run the forecast there is some random variation between results. If I run the forecast many times, how do I compute the expected forecast, 5% and 95% confidence intervals using the ensemble of results?</p> <p>Two...
https://stats.stackexchange.com/questions/477167/forecast-confidence-intervals-from-multiple-realizations
Question: <p>I am following a video lecture on Statistics, which introduces the concept of confidence intervals in the following way:</p> <p>"A bank vice president is interested in the average checking account balance for all personal accounts. A random sample of 500 accounts is selected, and the average is calculated...
https://stats.stackexchange.com/questions/143772/why-do-we-need-confidence-intervals
Question: <p>Here are some sample data in R:</p> <pre><code>set.seed(42) df &lt;- data.frame(g = factor(rep(1:2, each= 50)), y = rnorm(100)+rep(0:1, each=50)) </code></pre> <p>One can easily get group means using e.g. <code>with(df, tapply(y,g,mean))</code> but there is no such easy way to get the confidence interval...
https://stats.stackexchange.com/questions/210515/confidence-intervals-for-group-means-r
Question: <p>In the case of estimating an unknown mean of a normal distribution with known variance, if I'm not mistaken, the confidence interval contains $\theta$ with probability $1 - \alpha$, regardless of the actual value of $\theta$. In other cases (e.g. when the variance is not necessarily constant), is it still ...
https://stats.stackexchange.com/questions/44018/frequentist-confidence-intervals-constant-trapping-probability
Question: <p>Given 1000 observations that come from a distribution that is bounded between 0 and 1. How do you calculate correct 95% Confidence intervals when dealing with a bounded distribution?</p> <pre><code>set.seed(10) data = runif(1000, min=0, max=1) mean(data) mean(data) + 1.96*sd(data)/sqrt(length(data)) # usu...
https://stats.stackexchange.com/questions/249115/confidence-intervals-of-bounded-variable
Question: <p>Let's assume that we are investigating how tobacco smoking is associated with incident lung cancer in a population. In the full population, the true relative risk of lung cancer associated with tobacco smoking is 2.</p> <p>Next, we collect 100 random samples from the population. For each sample, we calcul...
https://stats.stackexchange.com/questions/306149/interpreting-95-confidence-intervals-for-relative-risk-known-true-rr-100-samp
Question: <p>Surprisingly, I can't find a discussion on calculating confidence intervals for the mean $EY=e^{\mu+\sigma^2/2}$ of the lognormal distribution. My question goes beyond what is covered in the link below, and is specific to the package <code>EnvStats</code>.</p> <p><a href="https://stackoverflow.com/questio...
https://stats.stackexchange.com/questions/299135/calculate-confidence-intervals-for-lognormal-distribution
Question: <p>I have built the following GAM model in <code>mgcv</code></p> <pre><code>wt9 &lt;- gam(weight_t ~ tagged + sex_t0 + s(age.x, by = tagged, k = 5) + s(age.x, by = sex_t0, k = 5) + s(scale_id, bs = &quot;re&quot;) + s(age.x, sca...
https://stats.stackexchange.com/questions/503819/confidence-intervals-for-derivatives-from-gam-predictions
Question: <p>I am trying to perform parameter estimation using something like a maximum likelihood ratio method, however I need to add a penalty term to constrain nuisance parameters which describe certain systematic uncertainties in the measurement process. So I have been digging around in the literature to try and be...
https://stats.stackexchange.com/questions/314677/confidence-intervals-with-penalized-likelihood
Question: <p>I am reading about confidence intervals and got stuck with this example from L. Wasserman's book titled "All of Statistics". Could anybody explain why P<sub>Q</sub>(θ ∈ C) = 3/4 in this example? Below is the paragraph from the book:</p> <blockquote> <p>Let θ be a fixed, known real number and let X<sub>1...
https://stats.stackexchange.com/questions/457649/question-about-calculating-confidence-intervals
Question: <p>I have a machine learning application where I extract numerical features $a_{i1}, a_{i2}, \dots, a_{ik}$ for each object $a_i$ to study. Objects are then compared using standard euclidean distance. </p> <p>The problem is that the features entail uncertainty. The good message is that I have confidence inte...
https://stats.stackexchange.com/questions/159820/distance-between-vectors-with-confidence-intervals
Question: <p>I am analyzing the results of a survey on R. The questionnaire is a series of questions that participants answer using a Likert scale (<a href="https://en.wikipedia.org/wiki/Likert_scale" rel="nofollow noreferrer">https://en.wikipedia.org/wiki/Likert_scale</a>). </p> <p>I have obtained frequency tables fo...
https://stats.stackexchange.com/questions/298398/confidence-intervals-for-frequency-tables
Question: <p>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, probably simple, question for a while now without any luck.</p> <p>I've made an example to clarify my question...
https://stats.stackexchange.com/questions/55687/significant-difference-from-regression-confidence-intervals