sim.ci.median2: Simulates confidence interval coverage probability for a...

In statpsych: Statistical Methods for Psychologists

Simulates confidence interval coverage probability for a median difference in a 2-group design

Description

Performs a computer simulation of the confidence interval performance for a difference of population medians in a 2-group design. Sample data for each group can be generated from five different population distributions. All distributions are scaled to have standard deviations of 1.0 in group 1.

Usage

sim.ci.median2(alpha, n1, n2, sd.ratio, dist1, dist2, rep)

Arguments

alpha	alpha level for 1-alpha confidence
n1	sample size for group 1
n2	sample size for group 2
sd.ratio	ratio of population standard deviations (sd2/sd1)
dist1	type of distribution for group 1 (1, 2, 3, 4, or 5)
dist2	type of distribution for group 2 (1, 2, 3, 4, or 5) 1 = Gaussian (skewness = 0 and excess kurtosis = 0) 2 = platykurtic (skewness = 0 and excess kurtosis = -1.2) 3 = leptokurtic (skewness = 0 and excess kurtosis = 6) 4 = moderate skew (skewness = 1 and excess kurtosis = 1.5) 5 = large skew (skewness = 2 and excess kurtosis = 6)
rep	number of Monte Carlo samples

Value

Returns a 1-row matrix. The columns are:

• Coverage - Probability of confidence interval including population median difference

• Lower Error - Probability of lower limit greater than population median difference

• Upper Error - Probability of upper limit less than population median difference

• Ave CI Width - Average confidence interval width

Examples

sim.ci.median2(.05, 20, 20, 2, 5, 4, 5000)

# Should return (within sampling error):
# Coverage Lower Error Upper Error Ave CI Width
#    0.952       0.027       0.021     2.368914

statpsych documentation built on Sept. 11, 2024, 7:42 p.m.