Contents
What is the meaning of the family confidence coefficient?
Family confidence coefficient: Indicates the proportion of families of estimates that are entirely correct when repeated samples are selected and the specified CIs for the entire family are calculated for each sample.
What is Bonferroni’s principle?
Statisticians call it Bonferroni’s principle: (roughly) if you look in more places for interesting patterns than your amount of data will support, you are bound to find crap.
How to find lower bound for joint confidence interval?
Using this method I was able to find a lower bound for the joint confidence interval for each of β 1 and β 3, but I am not sure how to find a confidence interval for the sum of the two covariates. Would it be correct to sum the two confidence intervals that we got (I didn’t find evidence that support this approach)?
How to calculate simultaneous confidence intervals for both intercept and slope?
I know the answer is found at this link. which says: If you want simultaneous confidence intervals for both the intercept and slope, using the Bonferroni method with joint confidence level α, set the level equal to 1 – α / 2… Thanks for contributing an answer to Cross Validated!
Is there a confidence interval for β 1 + β 3?
However, I am trying to find a confidence interval for β 1 + β 3 to determine whether this quantity is statically significant for a given quantile level. One thing that came to mind is the Bonferroni joint confidence interval.
How to get simultaneous confidence intervals in RMS?
A general way to get simultaneous confidence intervals, that assumes normality of the β s, is implemented in the R rms package. You can fit with the rms Rq function for quantile regression, then pass the resulting fit object to the contrast.rms function where you specify all the contrasts of interest and specify conf.type=’simultaneous’.