[R-sig-dyn-mod] confidence interval of EDO estimates by the modFit function

Adriele Giaretta Biase adrielegbiase at gmail.com
Wed Nov 11 15:00:27 CET 2015


How can you be calculated confidence interval of EDO estimates generated by
the modFit function?

Below is the summary :

       Estimate   Std. Error    t value    Pr(>|t|)

Beta1   4.285       0.0041         0.411   0.00687

Beta2   0.082       0.0769         0.530   0.00605

Beta3   2.041       0.0900         0.411   0.00068



I can use the t-student distribution returned by the function, calculating:


Estimate ± Std. Error * t value,  where:

CI_95%(Beta1)= (4.285- 0.0041* 0.411 ; 4.285+ 0.0041* 0.411 )

CI_95%(Beta2)= (0.082- 0.0769* 0.530 ; 0.082+ 0.0769* 0.530)

CI_95%(Beta3)= (2.041- 0.0900* 0.411; 2.041+ 0.0900* 0.411)

Why the t distribution values are varying? The degrees of freedom should be
the same (n-p)? where n is the sample size and p is  number of parameters
of the model?

Or I can use the normal distribution Z (α / 2), eg:

CI_95%(Beta1)= (4.285- 0.0041* 1.96 ; 4.285+ 0.0041* 1.96 )

The calculations are always based on symmetric distributions?


 Thanks in advance,

       Adriele.

-- 
Adriele Giaretta Biase.
Mestre em  Estatística e Experimentação Agropecuária - UFLA.
Doutoranda em Estatística e Experimentação Agronômica - ESALQ/ USP
Contato: (19) 8861-0619.

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