[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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