Posts Tagged ‘ confidence ’

Confidence interval for predictions with GLMs

November 4, 2011
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Confidence interval for predictions with GLMs

Consider a (simple) Poisson regression . Given a sample where , the goal is to derive a 95% confidence interval for given , where is the prediction. Hence, we want to derive a confidence interval for the prediction, not the potential observation...

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Time horizon in forecasting, and rules of thumb

April 7, 2011
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Time horizon in forecasting, and rules of thumb

I recently received an email about forecasting and rules of thumb. "Dans la profession se transmet une règle empirique qui voudrait que l'on prenne un historique du double de l'horizon de prévision : 20 ans de données pour une prévision

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Null Confusion

January 25, 2011
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Null Confusion

Talking a bit with my friend Jarrod about math stats and econometrics, we both came to the conclusion that the standard presentation for basic inference is lacking. In an intro or intermediate applied statistics course you learn about first and … Continue reading →

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Margin of error, and comparing proportions in the same sample

October 15, 2010
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Margin of error, and comparing proportions in the same sample

I recently tried to answer a simple question, asked by @adelaigue. Actually, I thought that the answer would be obvious... but it is a little bit more compexe than what I thought. In a recent pool about elections in Brazil, it was mentionned in a ...

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Confidence we seek…

November 18, 2009
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Confidence we seek…

Estimating a proportion at first looks elementary. Hail to aymptotics, right? Well, initially it might seem efficient to iuse the fact that . In other words the classical confidence interval relies on the inversion of Wald’s test. A function to ease the computation is the following (not really needed!).waldci<- function(x,n,level){ phat<-sum(x)/n results<-phat + c(-1,1)*qnorm(1-level/2)*sqrt(phat*(1-phat)/n) print(results) }An exact confidence interval is

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