Bioequivalence and Bioavailability Forum • simulants of the world unite

simulants of the world unite [Nonparametrics]

posted by martin – Austria, 2010-09-15 16:53 (5405 d 15:08 ago) – Posting: # 5915
Views: 24,887

dear d_labes!

❝ I have one small doubt. I'm not quite sure but should we not include the CI borders in counting the coverage due to the definition of the CI?

thank you very much for pointing this out; IMHO you are right - this is crucial in the case of ties. here is a little bit faster version of the simulation code (ca. 30 min on my CPU)

date()

[1] "Wed Sep 15 14:16:44 2010"

set.seed(130910)

n <- 10

nsim <- 1E4

cover1 <- 0

cover2 <- 0

grp <- as.factor(c(rep('A', n), rep('B', n)))

for(i in 1:nsim){

    x <- round(rnorm(2*n, mean=0, sd=1),1)

    res1 <- confint(wilcox_test(x~grp, distribution='exact', conf.int=TRUE,

    conf.level=0.95))$conf.int

    res2 <- wilcox.exact(x~grp, conf.int=TRUE, conf.level=0.95)$conf.int

      if(res1[1] <= 0 & res1[2] >= 0){cover1 <- cover1 + 1}

      if(res2[1] <= 0 & res2[2] >= 0){cover2 <- cover2 + 1}

  }

print(cover1/nsim)

[1] 0.9609

print(cover2/nsim)

[1] 0.9682

date()

[1] "Wed Sep 15 14:46:26 2010"

and here I am, for all my lore, the wretched fool I was before (Goethe)

martin

Complete thread:

tmax in case of ties: R vs. R vs. SAS d_labes 2010-09-10 12:05 [Nonparametrics]
- tmax in case of ties: StatXact, Phoenix, and... Helmut 2010-09-10 18:28
  - Ties, no ties, ties, no ties ... d_labes 2010-09-13 13:21
    - simulation martin 2010-09-14 08:33
      - simulants of the world unite d_labes 2010-09-15 10:14
        
        simulants of the world unitemartin 2010-09-15 14:53
        
        simulants of the world unite Helmut 2010-09-15 16:17
        
        simul ants with no ties d_labes 2010-09-16 11:19
        
        simul ants with no ties Helmut 2010-09-16 14:01
        
        two different approaches martin 2010-09-16 15:35
- evaluation of tmax: use of relative effects? martin 2010-09-16 18:04
  - Not positive about that Helmut 2010-09-16 19:52
    - Not positive about that martin 2010-09-16 21:00
      - Stupidity Helmut 2010-09-17 13:10
- tmax in case of ties: R vs. R vs. SAS Jack 2010-09-20 14:03
  - R packages Helmut 2010-09-20 14:20
    - R packages code d_labes 2010-09-27 11:27
    - R packages Jack 2010-09-27 16:14
  - Is Exact exact? d_labes 2010-09-27 09:53