nested_Gsq_nr {cta} | R Documentation |
Nested
-Squared Statistic Based CIs (Non-Robust)
Description
Constructs confidence intervals (CIs), based on the nested statistic, for estimands in contingency tables subject to equality constraints.
The program may stop because of a non-convergence issue.
Usage
nested_Gsq_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, S.space.H0, tol.psi, tol,
max.iter, cut.off, delta)
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 |
S.space.H0 |
Restricted estimand space of |
tol.psi , tol , max.iter |
The parameters used in the three stopping criteria in solving for the roots to the test-inversion equation. |
cut.off |
|
delta |
The constant |
Value
Provided that nested_Gsq_nr
does not stop,
it returns a -by-
matrix which displays two endpoints of the confidence interval based on the nested
statistic.
Author(s)
Qiansheng Zhu
References
Zhu, Q. (2020) "On improved confidence intervals for parameters of discrete distributions." PhD dissertation, University of Iowa.
See Also
nested_Gsq_nr
, f.psi
, ci.table