confid.int.theta: Confidence interval of the proportionality parameter

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

View source: R/confid.int.theta.R

Description

Confidence interval of the proportionality parameter θ of the proportional odds rate model

Usage

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confid.int.theta(x, y, method = c("chi-sq", "simulate"), 
    conf.level = 0.95, grd = 0.001, B = 1000,  
    tol = 1e-07, maxit = 500)

Arguments

x,y

Vectors containing the data values of the two samples x1,...,xm and y1,...,yn.

method

A character string specifying the alternative hypothesis, must be one of "chi-sq" (default), "simulate". You can specify just the initial letter.

conf.level

Confidence level of the interval.

grd

Increment of the grid of points for searching the end-points of the interval

B

Number of Monte Carlo trials for approximating the critical values using simulation approach

tol

Convergence tolerance used in the Newton iteration

maxit

The maximum number of Newton iterations.

Details

See the reference below.

Value

theta.L

Lower confidence bound

theta.U

Upper confidence bound

theta.hat

Maximum rank-based likelihood estimate of theta

C.alpha

Critical value

Author(s)

Zhong Guan <zguan@iusb.edu>

References

Zhong Guan and Cheng Peng (2011), "A rank-based empirical likelihood approach to two-sample proportional odds model and its goodness-of-fit", Journal of Nonparametric Statistics, to appear.

See Also

mrle.sporm.

Examples

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# Radar tube life data
z<-RadarTube$Days
v<-RadarTube$Type
x<-z[v==1]; y<-z[v==2]
confid.int.theta(x, y, conf.level=.95, grd = 0.01, B=100)
confid.int.theta(x, y, method= "simulate", conf.level=.95, grd = 0.01, B=100)

sporm documentation built on Jan. 27, 2021, 5:08 p.m.