FisherZ.Var: Calculate the variance of an estimator after Fisher's Z...

Description Usage Arguments Details Value Author(s) References See Also Examples

Description

Calculate the variance of an estimator after Fisher's Z transformation

Usage

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  FisherZ.Var(x, var.x)

Arguments

x

A numeric value, an estimator in the range of 0~1.

var.x

A numeric value, the variance of the estimator x.

Details

The variance of an estimator x after Fisher's Z transformation is \frac{var(x)}{(1-x^2)^2}{var(x)/(1-x^2)^2}.

Value

Return a numerical value—the variance of an estimator after Fisher's Z transformation.

Author(s)

Jingqin Luo

References

Fisher, R.A. (1915) Frequency distribution of the values of the correlation coefficient in samples of an indefinitely large population. Biometrika 10 (4) 507

Xiong, C. and van Belle, G. and Miller, J.P. and Morris, J.C. (2006) Measuring and Estimating Diagnostic Accuracy When There Are Three Ordinal Diagnostic Groups. Statistics In Medicine 25 7 1251–1273.

See Also

FisherZ

Examples

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x <- 0.8

var.x <- 0.06

new.var <- FisherZ.Var(x,var.x)

DiagTest3Grp documentation built on April 14, 2017, 5:53 p.m.