cistandard2 {ciuupi2} | R Documentation |
Compute the usual confidence interval
Description
Compute the usual 1 - alpha
confidence interval
Usage
cistandard2(X, a, y, alpha)
Arguments
X |
A known |
a |
A |
y |
The |
alpha |
1 - |
Details
Suppose that
Y = X \beta + \epsilon
is a random n
-vector
of responses, X
is a known n
by p
matrix with linearly
independent columns, \beta
is an unknown parameter p
-vector and
\epsilon
is the random error with components that
are independent and identically normally distributed with zero mean and
unknown variance. The parameter of interest is \theta =
a
'
\beta
, where a
is a specified p
-vector.
Then cistandard2
computes the usual 1 - alpha
confidence interval for \theta
,
for given n
-vector of observed responses y
.
In the examples, we continue with the same 2 x 2 factorial example described
in the documentation for find_rho
, for the vector of observed
responses y
= (-1.3, 0.8, 2.6, 5.8, 0.3, 1.3, 4.3, 5.0, -0.4, 1.0,
5.2, 6.2).
The design matrix X
and the vector a
(denoted in
R by a.vec) are entered into R using the commands
in the following example.
Value
The usual 1 - alpha
confidence interval.
References
Kabaila, P. and Giri, K. (2009) Confidence intervals in regression utilizing prior information. Journal of Statistical Planning and Inference, 139, 3419 - 3429.
See Also
Examples
col1 <- rep(1,4)
col2 <- c(-1, 1, -1, 1)
col3 <- c(-1, -1, 1, 1)
col4 <- c(1, -1, -1, 1)
X.single.rep <- cbind(col1, col2, col3, col4)
X <- rbind(X.single.rep, X.single.rep, X.single.rep)
a.vec <- c(0, 2, 0, -2)
y <- c(-1.3, 0.8, 2.6, 5.8, 0.3, 1.3, 4.3, 5.0, -0.4, 1.0, 5.2, 6.2)
# Calculate the usual 95% confidence interval
res <- cistandard2(X, a=a.vec, y, alpha = 0.05)
res
# The usual 1 - alpha confidence interval for theta is (-0.08185, 3.08185)