[Rd] fisher.test() gives wrong confidence interval (PR#4019)
cberry at tajo.ucsd.edu
cberry at tajo.ucsd.edu
Wed Sep 3 19:57:34 MEST 2003
On Sat, 30 Aug 2003, Kurt Hornik wrote:
[deleted]
>
> I changed the code (r-devel) to
>
> CINT <- switch(alternative,
> less = c(0, ncp.U(x, 1 - conf.level)),
> greater = c(ncp.L(x, 1 - conf.level), Inf),
> two.sided = {
> if(ESTIMATE == 0)
> c(0, ncp.U(x, 1 - conf.level))
> else if(ESTIMATE == Inf)
> c(ncp.L(x, 1 - conf.level), Inf)
> else {
> alpha <- (1 - conf.level) / 2
> c(ncp.L(x, alpha), ncp.U(x, alpha))
> }
> })
>
I believe that the resulting interval will sometimes fail to satisfy the
confidence statement for values of alpha other than 0 or Inf.
('sometimes' rather than always, because of the discreteness of the
distribution)
I think you need
if(ESTIMATE == 0)
c(0, ncp.U(x, 1 - conf.level / 2))
else if(ESTIMATE == Inf)
c(ncp.L(x, 1 - conf.level / 2 ), Inf)
else {
alpha <- (1 - conf.level) / 2
c(ncp.L(x, alpha), ncp.U(x, alpha))
}
> which seems to fix the problem.
>
> Thanks,
>
> -k
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Charles C. Berry (858) 534-2098
Dept of Family/Preventive Medicine
E mailto:cberry at tajo.ucsd.edu UC San Diego
http://hacuna.ucsd.edu/members/ccb.html La Jolla, San Diego 92093-0717
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