ERRci: Profile likelihood based confidence intervals

Description Usage Arguments Value Author(s) References See Also Examples

View source: R/ERRci.R

Description

The standard procedure for computing a confidence interval for a parameter β (Wald-type CI), based on \hat{β} \pm z_{1-\frac{α}{2}} SE(\hat{β}) may work poorly if the distribution of the parameter estimator is markedly skewed or if the standard error is a poor estimate of the standard deviation of the estimator. Profile likelihood confidence intervals doesn't assume normality of the estimator and perform better for small sample sizes or skewed estimates than Wald-type confidence intervals.

Usage

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ERRci(object, prob=0.95)

Arguments

object

An object of class fit.linERR.

prob

Level of confidence, defaults to 0.95.

Value

A numeric vector containing the prob profile likelihood based confidence interval.

Author(s)

David Moriña, ISGlobal, Centre for Research in Environmental Epidemiology (CREAL)

References

B. Langholz and D. B. Richardson. Fitting general relative risk models for survival time and matched case-control analysis. American journal of epidemiology, 171(3):377-383, 2010. D. L. Preston, J. H. Lubin, D. A. Pierce, and M. E. McConney. Epicure: User's Guide. HiroSoft International Corporation, Seattle, WA, 1993. E. Ron, J. H. Lubin, R. E. Shore, K. Mabuchi, B. Modan, L. M. Pottern, A. B. Schneider, M. A. Tucker, and J. D. Boice Jr. Thyroid Cancer after Exposure to External Radiation: A Pooled Analysis of Seven Studies. Radiation Research, 141(3):259-277, 1995.

See Also

ERRci, linERR-package

Examples

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  data(cohort1) 
  fit.1 <- fit.linERR(Surv(entryage, exitage, leu)~sex|dose1+dose2+dose3+dose4+dose5+dose6+
                      dose7+dose8+dose9+dose10+dose11+dose12+dose13+dose14+dose15+dose16+
                      dose17+dose18+dose19+dose20+dose21+dose22+dose23+dose24+dose25+dose26+
                      dose27+dose28+dose29+dose30+dose31+dose32, data=cohort1, beta=NULL, 
                      ages=cohort1[, 7:38], lag=2)
  ERRci(fit.1, prob=0.9)

linERR documentation built on May 1, 2019, 7:59 p.m.