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Profile likelihood for estimation and confidence intervals AgEcon
Royston, Patrick.
Normal-based confidence intervals for a parameter of interest are inaccurate when the sampling distribution of the estimate is nonnormal. The technique known as profile likelihood can produce confidence intervals with better coverage. It may be used when the model includes only the variable of interest or several other variables in addition. Profile-likelihood confidence intervals are particularly useful in nonlinear models. The command pllf computes and plots the maximum likelihood estimate and profile likelihood–based confidence interval for one parameter in a wide variety of regression models.
Tipo: Article Palavras-chave: Pllf; Profile likelihood; Confidence interval; Nonnormality; Nonlinear model; Research Methods/ Statistical Methods.
Ano: 2007 URL: http://purl.umn.edu/119282
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Confidence intervals for predicted outcomes in regression models for categorical outcomes AgEcon
Xu, Jun; Long, J. Scott.
We discuss methods for computing confidence intervals for predictions and discrete changes in predictions for regression models for categorical outcomes. The methods include endpoint transformation, the delta method, and bootstrapping. We also describe an update to prvalue and prgen from the SPost package, which adds the ability to compute confidence intervals. The article provides several examples that illustrate the application of these methods.
Tipo: Journal Article Palavras-chave: Prvalue; Prgen; Confidence interval; Predicted probability; Discrete choice models; Endpoint transformation; Delta method; Bootstrap; Research Methods/ Statistical Methods.
Ano: 2005 URL: http://purl.umn.edu/117544
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Confidence intervals for rank statistics: Percentile slopes, differences, and ratios AgEcon
Newson, Roger.
I present a program, censlope, for calculating confidence intervals for generalized Theil–Sen median (and other percentile) slopes (and per-unit ratios) of Y with respect to X. The confidence intervals are robust to the possibility that the conditional population distributions of Y , given different values of X, differ in ways other than location, such as having unequal variances. censlope uses the program somersd and is part of the somersd package. censlope can therefore estimate confounder-adjusted percentile slopes, limited to comparisons within strata defined by values of confounders, or by values of a propensity score representing multiple confounders. Iterative numerical methods have been implemented in the Mata language, enabling efficient...
Tipo: Article Palavras-chave: Somersd; Censlope; ALSPAC; Robust; Confidence interval; Rank; Nonparametric; Median; Percentile; Slope; Difference; Ratio; Kendall's τ; Somers' D; Theil–Sen; Hodges–Lehmann; Confounder adjusted; Propensity score; Research Methods/ Statistical Methods.
Ano: 2006 URL: http://purl.umn.edu/119241
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Confidence intervals and p-values for delivery to the end user AgEcon
Newson, Roger.
Statisticians make their living producing confidence intervals and pvalues. However, those in the Stata log are not ready for delivery to the end user, who usually wants to see statistical output either as a plot or as a table. This article describes a suite of programs used to convert Stata results to one or other of these forms. The eclplot package creates plots of estimates with confidence intervals, and the listtex package outputs a Stata dataset in the form of table rows that can be inserted into a plain TeX, LaTeX, HTML, or word processor table. To create a Stata dataset that can be output in these ways, we can use the parmest, dsconcat, and lincomest packages to create datasets with one observation per estimated parameter; the sencode, tostring,...
Tipo: Journal Article Palavras-chave: Confidence interval; P-value; Plot; Table; Estimation results; TeX; LaTeX; HTML; Word processor; Presentation; Eclplot; Listtex; Parmest; Dsconcat; Lincomest; Sencode; Tostring; Ingap; Reshape; Descsave; Factext; Research Methods/ Statistical Methods.
Ano: 2003 URL: http://purl.umn.edu/116091
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