Displaying 1 result from an estimated 1 matches for "estlp".
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estep
2010 Mar 27
0
data fitting and confidence band
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# How many times the pointwise confidence interval at x=0.5 contains the true value at 0.5
# i.e. what is the so called "coverage rate"?
# =========================================================================================
pos = which(x==0.5)
sum(abs(estlp[pos,] - m(x[pos])) <= 1.96*selp[pos,]) # equidistant x outputs 946
# non-equidistant x outputs 938
sum(abs(estss[pos,] - m(x[pos])) <= 1.96*sess[pos,]) # equidistant x outputs 895...