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

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

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, TP, Prentice, RL, Carroll, RJ (2021). Robust Methods to Correct for Measurement Error when Evaluating a Surrogate Marker. Biometrics, In press.

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 Nov. 14, 2021, 9:07 a.m.