Follow-up: [R] Inverse prediction with R?
Martyn Plummer
plummer at iarc.fr
Tue Feb 22 15:08:54 CET 2000
My $0.02.
If y ~ a + b * (x - xbar) where xbar is the mean of the observed x values,
then a 95% confidence region for x given a new value of y may be obtained
by solving the inequality
abs (y - ahat - bhat * (x - xbar)) /
sqrt (Var(ahat) + (x - xbar)^2 * Var(bhat)) <= 1.96
where ahat, bhat are your estimates of a and b. If b is significantly
different from 0 at the 5% level then this is a (usually rather skew)
interval, otherwise it may be the whole real line or two intervals.
As Brian says, this is the calibration problem. Most of the literature on
it comes from technometrics, whic isn't my field. I found the following
review useful when I looked into this some years ago.
Osborne, C. Statistical Calibration: A Review, Intenational Statistical
Review, 51, 309-336, 1991.
Martyn
-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-
r-help mailing list -- Read http://www.ci.tuwien.ac.at/~hornik/R/R-FAQ.html
Send "info", "help", or "[un]subscribe"
(in the "body", not the subject !) To: r-help-request at stat.math.ethz.ch
_._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._
More information about the R-help
mailing list