genetics (version 1.3.8.1.3)

ci.balance: Experimental Function to Correct Confidence Intervals At or Near Boundaries of the Parameter Space by 'Sliding' the Interval on the Quantile Scale.

Description

Experimental function to correct confidence intervals at or near boundaries of the parameter space by 'sliding' the interval on the quantile scale.

Usage

ci.balance(x, est, confidence=0.95, alpha=1-confidence, minval, maxval,
           na.rm=TRUE)

Arguments

x

Bootstrap parameter estimates.

est

Observed value of the parameter.

confidence

Confidence level for the interval. Defaults to 0.95.

alpha

Type I error rate (size) for the interval. Defaults to 1-confidence.

minval

A numeric value specifying the lower bound of the parameter space. Leave unspecified (the default) if there is no lower bound.

maxval

A numeric value specifying the upper bound of the parameter space. Leave unspecified (the default) if there is no upper bound.

na.rm

logical. Should missing values be removed?

Value

A list containing:

ci

A 2-element vector containing the lower and upper confidence limits. The names of the elements of the vector give the actual quantile values used for the interval or one of the character strings "Upper Boundary" or "Lower Boundary".

overflow.upper, overflow.lower

The number of elements beyond those observed that would be needed to compute a symmetric (on the quantile scale) confidence interval.

n.above, n.below

The number of bootstrap values which are above (below) the observed value.

lower.n, upper.n

The index of the value used for the endpoint of the confidence interval or the character string "Upper Boundary" ("Lower Boundary").

Details

EXPERIMENTAL FUNCTION:

This function attempts to compute a proper conf*100% confidence interval for parameters at or near the boundary of the parameter space using bootstrapped parameter estimates by 'sliding' the confidence interval on the quantile scale.

This is accomplished by attempting to place a conf *100% interval symmetrically *on the quantile scale* about the observed value. If a symmetric interval would exceed the observed data at the upper (lower) end, a one-sided interval is computed with the upper (lower) boundary fixed at the the upper (lower) boundary of the parameter space.

See Also

boot, bootstrap, Used by diseq.ci.

Examples

# NOT RUN {
# These are nonsensical examples which simply exercise the
# computation. See the code to diseq.ci for a real example.
#
# FIXME: Add real example using boot or bootstrap.  

set.seed(7981357)
x <- abs(rnorm(100,1))
ci.balance(x,1, minval=0)
ci.balance(x,1)

x <- rnorm(100,1)
x <- ifelse(x>1, 1, x)
ci.balance(x,1, maxval=1)
ci.balance(x,1)
# }