fieller.ci {Rsurrogate}

Constructs Fieller's confidence interval.

Description

Constructs Fieller's confidence interval.

Usage

fieller.ci(perturb.delta.s, perturb.delta, delta.s, delta)

Arguments

perturb.delta.s

numeric vector; the perturbed values for \hat{\Delta}_S, the residual treatment effect estimate, used in variance estimation and confidence interval construction.

perturb.delta

numeric vector; the perturbed values for \hat{\Delta}, the treatment effect estimate, used in variance estimation and confidence interval construction.

delta.s

the residual treatment effect, \Delta_S, estimate, \hat{\Delta}_S.

delta

the treatment effect, \Delta, estimate, \hat{\Delta}.

Details

See documention for R.s.estimate for more detail.

Value

Returns a vector of length 2, lower bound of the 95% confidence interval and upper bound of the 95% confidence interval.

Author(s)

Layla Parast

References

Fieller, Edgar C. (1954). Some problems in interval estimation. Journal of the Royal Statistical Society. Series B (Methodological), 175-185.

Fieller, E. C. (1940). The biological standardization of insulin. Supplement to the Journal of the Royal Statistical Society, 1-64.

Parast, L., McDermott, M., Tian, L. (2016). Robust estimation of the proportion of treatment effect explained by surrogate marker information. Statistics in Medicine, 35(10):1637-1653.