Issue with 95% CI using MASS{confint}
On 28/05/2015 1:11 PM, Jennifer Sweatman wrote:
Hi all, Thank you for your responses. Unfortunately, setting level=0.9500001 or 0.949999 did not work for me. I followed your code, Duncan, and some of my tau values are less than 2. I don't know how to interpret this information, however. Can you point me in the direction to a reference?
This is probably discussed in the MASS book, but I don't have a copy at hand. I learned it from Bates and Watts' Nonlinear Regression, Ch 6, Graphical Summaries of Nonlinear Inference Regions. The idea is that the tau parameter should have roughly a N(0,1) distribution if the parameter is correct, so the confidence region corresponds to the set of parameters where tau is in the central 95% of that distribution, i.e. +/- 1.96. If tau never goes outside that range, then you can't limit the parameter. Duncan Murdoch
Thanks, Jenn On Thu, May 28, 2015 at 11:22 AM, Duncan Murdoch <murdoch.duncan at gmail.com> wrote:
On 28/05/2015 9:08 AM, sami.toppinen at kolumbus.fi wrote:
I encountered the same problem today. It seems to occur only when you use exactly 95 % as the confidence level. For example:
confint(g1)
Waiting for profiling to be done...
2.5% 97.5%
a0 1.257512 1.330881
KP NA 163.862932
confint(g1, level = 0.95)
Waiting for profiling to be done...
2.5% 97.5%
a0 1.257512 1.330881
KP NA 163.862932
confint(g1, level = 0.950001)
Waiting for profiling to be done...
2.5% 97.5%
a0 1.257512 1.330881
KP 125.814534 163.862996
confint(g1, level = 0.949999)
Waiting for profiling to be done...
2.5% 97.5%
a0 1.257512 1.330881
KP 125.814709 163.862802
That's very strange. It would be nice to see a reproducible example. Duncan Murdoch