| .compute_ci_asymp | R Documentation |
Computes asymptotic confidence intervals using normal approximation (Sobel test). The standard error is computed using Craig's (1936) formula:
SE = \sqrt{\sigma_y^2\mu_x^2 + \sigma_x^2\mu_y^2 + 2\mu_x\mu_y\rho\sigma_x\sigma_y + \sigma_x^2\sigma_y^2 + \sigma_x^2\sigma_y^2\rho^2}
and the CI is Estimate \pm z_{1-\alpha/2} \times SE, where z_{1-\alpha/2}
is the standard normal quantile.
.compute_ci_asymp(object, alpha = 0.05)
object |
ProductNormal object |
alpha |
Significance level (default: 0.05) |
List with CI, Estimate, SE
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