fieller.ci: Constructs Fieller's confidence interval.

In laylaparast/Rsurrogate: Robust Estimation of the Proportion of Treatment Effect Explained by Surrogate Marker Information

Constructs Fieller's confidence interval.

Description

Constructs Fieller's confidence interval.

Usage

fieller.ci(perturb.delta.s, perturb.delta, delta.s, delta)

Arguments

perturb.delta.s	numeric vector; the perturbed values for \hat{Δ}_S, the residual treatment effect estimate, used in variance estimation and confidence interval construction.
perturb.delta	numeric vector; the perturbed values for \hat{Δ}, the treatment effect estimate, used in variance estimation and confidence interval construction.
delta.s	the residual treatment effect, Δ_S, estimate, \hat{Δ}_S.
delta	the treatment effect, Δ, estimate, \hat{Δ}.

Details

See documention for R.s.estimate 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

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.

Parast, L., McDermott, M., Tian, L. (2016). Robust estimation of the proportion of treatment effect explained by surrogate marker information. Statistics in Medicine, 35(10):1637-1653.

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