fieller.calculate.me: Constructs Fieller's confidence interval.

View source: R/Functions_Rsurrogate.R

fieller.calculate.meR Documentation

Constructs Fieller's confidence interval.

Description

Constructs Fieller's confidence interval - closed form, not using perturbation.

Usage

fieller.calculate.me(a, B, var.mat)

Arguments

a

value of numerator

B

value of denominator

var.mat

variance-covariance matrix for a and B

Details

Produces a confidence interval for 1-a/B when closed form variance and covariance estimates are available. See documention for R.s.estimate.me 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

Parast, L., Garcia, TP, Prentice, RL, Carroll, RJ (2019+). Robust Methods to Correct for Measurement Error when Evaluating a Surrogate Marker. Under Review.

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.


laylaparast/Rsurrogate documentation built on Sept. 28, 2022, 12:25 p.m.