Bioequivalence and Bioavailability Forum

Moses CI [Nonparametrics]

posted by Helmut  – Vienna, Austria, 2009-01-27 13:39 (5943 d 16:20 ago) – Posting: # 3142
Views: 15,674

Dear Martin!

❝ in the case that you have to use SAS, you may find this link of interest.

Haha,
To quote the reference:
C_α is an integer that approximates the ordered value of the lower confidence interval. […] In general the value […] is not an integer, so round to the closest integer and use that in the confidence interval equation above.

Nice, but wrong. C_α from the normal approximation should be rounded to the next lower integer, not to the next closest integer. In the code calpha=round() should be replaced by calpha=int(). Comparing values obtained with the formula from the reference with the 900 (n=m=3 to n=m=32) exact values, one would get the correct value in 815 (90.56%) of cases, a conservative value in 81 (9.00%) of cases, but also in 4 (0.44%) of cases a liberal value (α ≥0.05).
Examples:

1. n=m=12, C_α 43.51, next lower integer 43, next closest integer 44, exact 43.
   
2. n=30, m=29, C_α 326.51, next lower integer 326, next closest integer 327, exact 326.

If int() is used, the confidence interval is always conservative (≤ nominal α), which may not be the case if round() is used.

The reference also states
For large samples (>30) C_α is a integer approximated by […]
but uses the approximation irrespective of the sample size.

—
Dif-tor heh smusma 🖖🏼 Довге життя Україна! 
Helmut Schütz


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Science Quotes

Complete thread:

• Hodges-Lehmann Point Estimate Dr Andrew Leary 2009-01-26 18:18 [Nonparametrics] 
  • Moses CI Helmut 2009-01-26 19:43
    • Moses CI Dr Andrew Leary 2009-01-26 19:51
      • Moses CI Helmut 2009-01-26 20:08
    • Moses CI martin 2009-01-27 11:25
      • Moses CI Dr Andrew Leary 2009-01-27 11:41
        • Moses CI Helmut 2009-01-27 12:04
      • Moses CI in the "power to know" d_labes 2009-01-27 12:10
        • Moses CI in the "power to know" Dr Andrew Leary 2009-01-27 12:33
      • Moses CIHelmut 2009-01-27 12:39
        • Deckerian CI d_labes 2009-01-27 13:22
          • Deckerian CI martin 2009-01-27 19:10
            • Transformers d_labes 2009-01-28 15:32