Log in
RegisterPE outside its CI?! [General Statistics]
posted by Jack 
– Lancaster, United Kingdom, 2012-12-06 14:20 (4946 d 16:05 ago) – Posting: # 9682
Views: 10,145
Since called upon, I will comment although it may not be overly useful in practice.
In principle it is possible to have a confidence interval that does not include the point estimate that is still valid (i.e. has the correct coverage). It is, however, not something that would be considered a "good" confidence interval because the result of a hypothesis test would not necessarily match the conclusion based on a CI which obviously has all sort of flaws.
The main reasons (but not the only ones) why that is happening is because the point estimate is biased or some non-linear transformation is applied.
Having said all that, I dont really know anything about how these intervals are derived to say something more specific.
In principle it is possible to have a confidence interval that does not include the point estimate that is still valid (i.e. has the correct coverage). It is, however, not something that would be considered a "good" confidence interval because the result of a hypothesis test would not necessarily match the conclusion based on a CI which obviously has all sort of flaws.
The main reasons (but not the only ones) why that is happening is because the point estimate is biased or some non-linear transformation is applied.
Having said all that, I dont really know anything about how these intervals are derived to say something more specific.
Complete thread:
- CV point estimate outside CI d_labes 2012-12-05 12:13
![[Mix]](https://static.bebac.at/img/mix.png "open in Mix view")
- What the heck? Helmut 2012-12-05 18:41
- Code validated d_labes 2012-12-06 09:21
- PE outside its CI?! Helmut 2012-12-06 11:14
- PE outside its CI?!Jack 2012-12-06 13:20
- PE outside its CI?! Helmut 2012-12-07 15:51
- PE outside its CI! d_labes 2012-12-06 15:04
- PE outside its CI! Helmut 2012-12-07 15:40
- PE outside its CI! ElMaestro 2012-12-07 22:40
- CV of log-normal data d_labes 2012-12-09 16:20
- Two-sided brain d_labes 2012-12-10 08:25
- Operationally equivalent… Helmut 2012-12-11 14:54
- Austrian logic? ElMaestro 2012-12-11 15:41
- Fuzzy logic Helmut 2012-12-11 16:12
- PE outside its CI! ElMaestro 2012-12-07 22:40
- PE outside its CI! Helmut 2012-12-07 15:40
- PE outside its CI?!Jack 2012-12-06 13:20
- PE outside its CI?! Helmut 2012-12-06 11:14
- Code validated d_labes 2012-12-06 09:21
- What the heck? Helmut 2012-12-05 18:41
Ing. Helmut Schütz