stagedtrees (version 2.3.0)

confint.sevt: Confidence intervals for staged event tree parameters

Description

Confint method for class sevt.

Usage

# S3 method for sevt
confint(
  object,
  parm,
  level = 0.95,
  method = c("wald", "waldcc", "wilson", "goodman", "quesenberry-hurst"),
  ignore = object$name_unobserved,
  ...
)

Value

A matrix with columns giving lower and upper confidence limits for each parameter. These will be labelled as (1-level)/2 and 1 - (1-level)/2 in % (by default 2.5% and 97.5%).

Arguments

object

an object of class sevt.

parm

a specification of which parameters are to be given confidence intervals, either a vector of numbers or a vector of names. If missing, all parameters are considered.

level

the confidence level required.

method

a character string specifing which method to use: wald", "waldcc", "goodman", "quesenberry-hurst" or "wilson".

ignore

vector of stages which will be ignored, by default the name of the unobserved stages stored in object$name_unobserved.

...

additional argument(s) for compatibility with confint methods.

Author

The function is partially inspired by code in the MultinomCI function from the DescTools package, implemented by Andri Signorelli and Pablo J. Villacorta Iglesias.

Details

Compute confidence intervals for staged event trees. Currently five methods are available:

• wald, waldcc: Wald method and with continuity correction.

• wilson, quesenberry-hurst and goodman.

References

Goodman, L. A. (1965) On Simultaneous Confidence Intervals for Multinomial Proportions Technometrics, 7, 247-254.

Wald, A. Tests of statistical hypotheses concerning several parameters when the number of observations is large, Trans. Am. Math. Soc. 54 (1943) 426-482.

Wilson, E. B. Probable inference, the law of succession and statistical inference, J.Am. Stat. Assoc. 22 (1927) 209-212.

Quesenberry, C., & Hurst, D. (1964). Large Sample Simultaneous Confidence Intervals for Multinomial Proportions. Technometrics, 6(2), 191-195

Examples

m1 <- stages_bj(full(PhDArticles), distance = "kullback", thr = 0.01)
confint(m1, "Prestige", level = 0.90)
confint(m1, "Married", method = "goodman")
confint(m1, c("Married", "Kids"))