Wald_trans.Wald_nr {cta} | R Documentation |
Wald-Type CIs (Non-Robust)
Description
Constructs non-transformed and transformed (if the
transformation is specified) Wald confidence intervals (CIs) for estimands in contingency tables subject to equality constraints.
The program may stop because of a non-convergence issue.
Usage
Wald_trans.Wald_nr(y, strata, fixed.strata, h0.fct, h0.fct.deriv,
S0.fct, S0.fct.deriv, max.mph.iter, step,
change.step.after, y.eps, iter.orig, norm.diff.conv,
norm.score.conv, max.score.diff.iter, cut.off,
S.space.H0, trans.g, trans.g.deriv, trans.g.inv)
Arguments
y |
Observed table counts in the contingency table(s), in vector form. |
strata |
Vector of the same length as |
fixed.strata |
The object that gives information on which stratum (strata) has (have) fixed sample sizes. |
h0.fct |
The constraint function |
h0.fct.deriv |
The R function object that computes analytic derivative of the transpose of the constraint function |
S0.fct |
The estimand function |
S0.fct.deriv |
The R function object that computes analytic derivative of the estimand function |
max.mph.iter , step , change.step.after , y.eps , iter.orig , norm.diff.conv , norm.score.conv , max.score.diff.iter |
The parameters used in |
cut.off |
|
S.space.H0 |
Restricted estimand space of |
trans.g |
The transformation |
trans.g.deriv |
The derivative function of the transformation |
trans.g.inv |
|
Value
Provided that Wald_trans.Wald_nr
does not stop,
either it returns a
-by-
matrix which displays two endpoints of the non-transformed Wald confidence interval, if the transformation
is not specified;
or it returns a
-by-
matrix, whose first row displays two endpoints of the non-transformed Wald confidence interval, and whose second row displays two endpoints of the transformed Wald confidence interval, if the transformation
is specified.
Author(s)
Qiansheng Zhu
References
Zhu, Q. (2020) "On improved confidence intervals for parameters of discrete distributions." PhD dissertation, University of Iowa.
See Also
Wald_trans.Wald_robust
, f.psi
, ci.table