fieller.calculate.me: Constructs Fieller's confidence interval.

In Rsurrogate: Robust Estimation of the Proportion of Treatment Effect Explained by Surrogate Marker Information

Constructs Fieller's confidence interval.

Description

Constructs Fieller's confidence interval - closed form, not using perturbation.

Usage

fieller.calculate.me(a, B, var.mat)

Arguments

a	value of numerator
B	value of denominator
var.mat	variance-covariance matrix for a and B

Details

Produces a confidence interval for 1-a/B when closed form variance and covariance estimates are available. See documention for R.s.estimate.me for more detail.

Value

Returns a vector of length 2, lower bound of the 95% confidence interval and upper bound of the 95% confidence interval.

Author(s)

Layla Parast

References

Parast, L., Garcia, T. P., Prentice, R. L., & Carroll, R. J. (2022). Robust methods to correct for measurement error when evaluating a surrogate marker. Biometrics, 78(1), 9-23.

Fieller, Edgar C. (1954). Some problems in interval estimation. Journal of the Royal Statistical Society. Series B (Methodological), 175-185.

Fieller, E. C. (1940). The biological standardization of insulin. Supplement to the Journal of the Royal Statistical Society, 1-64.

Rsurrogate documentation built on May 29, 2024, 11 a.m.