[R-sig-ME] "confidence intervals" and "nominal levels"

[Mario Garrido]

Thanks Ben for your answer,
I have read it in the famous Burnham & Anderson´s 2002 "*Model Selection
and Multimodel Inference*".
I thought it means that the CI doesnt includes zero ar something similar

Bests,
Mario

El mié., 27 mar. 2019 a las 17:44, Ben Bolker (<bbolker using gmail.com>)
escribió:

>
>   Context?
>
>   I'm assume that some algorithm or piece of software is returning an
> interval that claims to be a frequentist confidence interval (CI), which
> by definition means that x% of the time (people usually quote 95% CIs,
> but other values are possible) in a long run of repeated
> experiments/observations the CIs would contain the true value of the
> parameter.
>
>   So "confidence intervals below the nominal levels" probably means that
> the CIs from the algorithm/software are *undercovering* -- they contain
> the true value *less* than the nominal percentage (x%) of the time, or
> equivalently they are narrower (more optimistic) than they should be.
>
>  Typically in order to know something about the coverage (i.e. the
> fraction of repeated trials that *actually* continue the true value) one
> has to do a simulation study (it's not impossible to derive such things
> analytically, but it's usually impractical except in very simple cases).
>
>   cheers
>     Ben Bolker
>
> On 2019-03-27 12:21 p.m., Mario Garrido wrote:
> > Hi,
> > a brief and probably too simple question.
> > What is mean that the "confidence intervals" is below the "nominal
> levels"?
> > Thanks
> >
>
> _______________________________________________
> R-sig-mixed-models using r-project.org mailing list
> https://stat.ethz.ch/mailman/listinfo/r-sig-mixed-models
>


-- 
Mario Garrido Escudero, PhD
Dr. Hadas Hawlena Lab
Mitrani Department of Desert Ecology
Jacob Blaustein Institutes for Desert Research
Ben-Gurion University of the Negev
Midreshet Ben-Gurion 84990 ISRAEL

gaiarrido using gmail.com; gaadio using post.bgu.ac.il
phone: (+972) 08-659-6854

	[[alternative HTML version deleted]]