Displaying 2 results from an estimated 2 matches for "r_lci".
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z_lci
2009 Aug 27
1
standard error associated with correlation coefficient
I want the standard error associated with a correlation. I can calculate
using cor & var, but am wondering if there are libraries that already
provide this function.
[[alternative HTML version deleted]]
2009 Sep 01
1
Logistic Politomic Regression in R
...s for confidence intervals.
#by hand
sample_r <- .5
n_sample <- 100
df <- n_sample-1
fisher_z <- 0.5*(log(1+sample_r)-log(1-sample_r))
se_z <- 1/sqrt(n_sample-3)
t_crit <- qt(.975,df ,lower.tail=TRUE)
z_lci <- fisher_z - (t_crit * se_z)
z_uci <- fisher_z + (t_crit * se_z)
(r_lci <- tanh(z_lci))
(r_uci <- tanh(z_uci))
# Compare to the CIr function in psychometric library
#that uses standard normal instead of t
library(psychometric)
CIr(sample_r,n_sample)
And see
http://www.stat.umn.edu/geyer/5601/examp/bse.html
for bootstrap options.
On Thu, Aug 27, 2009 at 3:03...