fieller.ci: 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.

Usage

fieller.ci(perturb.delta.s, perturb.delta, delta.s, delta)

Arguments

perturb.delta.s	numeric vector; the perturbed values for \hat{Δ}_S, the residual treatment effect estimate, used in variance estimation and confidence interval construction.
perturb.delta	numeric vector; the perturbed values for \hat{Δ}, the treatment effect estimate, used in variance estimation and confidence interval construction.
delta.s	the residual treatment effect, Δ_S, estimate, \hat{Δ}_S.
delta	the treatment effect, Δ, estimate, \hat{Δ}.

Details

See documention for R.s.estimate 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

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.

Parast, L., McDermott, M., Tian, L. (2016). Robust estimation of the proportion of treatment effect explained by surrogate marker information. Statistics in Medicine, 35(10):1637-1653.

Rsurrogate documentation built on Nov. 14, 2021, 9:07 a.m.