ECT | R Documentation |
The Entropy Concentration Theorem (ECT; Edwin, 1982) states that if N
is large enough, then 100(1-F)
% of all \bold{p*}
and \Delta H
is determined by the upper tail are 1-F
of a \chi^2
distribution, with DF = q - m - 1
(which equals 8
in a surrogate evaluation context).
ECT(Perc=.95, H_Max, N)
Perc |
The desired interval. E.g., |
H_Max |
The maximum entropy value. In the binary-binary setting, this can be computed using the function |
N |
The sample size. |
An object of class ECT
with components,
Lower_H |
The lower bound of the requested interval. |
Upper_H |
The upper bound of the requested interval, which equals |
Wim Van der Elst, Paul Meyvisch, & Ariel Alonso
Alonso, A., Van der Elst, W., & Molenberghs, G. (2016). Surrogate markers validation: the continuous-binary setting from a causal inference perspective.
MaxEntICABinBin
, ICA.BinBin
ECT_fit <- ECT(Perc = .05, H_Max = 1.981811, N=454)
summary(ECT_fit)
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