Posts Tagged ‘ interval ’

Confidence interval for predictions with GLMs

November 4, 2011
By
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...

Read more »

Confidence we seek…

November 18, 2009
By
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

Read more »

Sponsors

Mango solutions



RStudio homepage



Zero Inflated Models and Generalized Linear Mixed Models with R

Quantide: statistical consulting and training

datasociety

http://www.eoda.de





ODSC

ODSC

CRC R books series





Six Sigma Online Training









Contact us if you wish to help support R-bloggers, and place your banner here.

Never miss an update!
Subscribe to R-bloggers to receive
e-mails with the latest R posts.
(You will not see this message again.)

Click here to close (This popup will not appear again)