• Title/Summary/Keyword: Profile likelihood interval

Search Result 6, Processing Time 0.016 seconds

On the Interval Estimation of the Difference between Independent Proportions with Rare Events

  • im, Yongdai;Choi, Daewoo
    • Communications for Statistical Applications and Methods
    • /
    • v.7 no.2
    • /
    • pp.481-487
    • /
    • 2000
  • When we construct an interval estimate of two independent proportions with rare events, the standard approach based on the normal approximation behaves badly in many cases. The problem becomes more severe when no success observations are observed on both groups. In this paper, we compare two alternative methods of constructing a confidence interval of the difference of two independent proportions by use of simulation. One is based on the profile likelihood and the other is the Bayesian probability interval. It is shown in this paper that the Bayesian interval estimator is easy to be implemented and performs almost identical to the best frequentist's method -the profile likelihood approach.

  • PDF

Confidence Intervals for the Difference of Binomial Proportions in Two Doubly Sampled Data

  • Lee, Seung-Chun
    • Communications for Statistical Applications and Methods
    • /
    • v.17 no.3
    • /
    • pp.309-318
    • /
    • 2010
  • The construction of asymptotic confidence intervals is considered for the difference of binomial proportions in two doubly sampled data subject to false-positive error. The coverage behaviors of several likelihood based confidence intervals and a Bayesian confidence interval are examined. It is shown that a hierarchical Bayesian approach gives a confidence interval with good frequentist properties. Confidence interval based on the Rao score is also shown to have good performance in terms of coverage probability. However, the Wald confidence interval covers true value less often than nominal level.

Likelihood Based Confidence Intervals for the Difference of Proportions in Two Doubly Sampled Data with a Common False-Positive Error Rate

  • Lee, Seung-Chun
    • Communications for Statistical Applications and Methods
    • /
    • v.17 no.5
    • /
    • pp.679-688
    • /
    • 2010
  • Lee (2010) developed a confidence interval for the difference of binomial proportions in two doubly sampled data subject to false-positive errors. The confidence interval seems to be adequate for a general double sampling model subject to false-positive misclassification. However, in many applications, the false-positive error rates could be the same. On this note, the construction of asymptotic confidence interval is considered when the false-positive error rates are common. The coverage behaviors of nine likelihood based confidence intervals are examined. It is shown that the confidence interval based Rao score with the expected information has good performance in terms of coverage probability and expected width.

Some Remarks on the Likelihood Inference for the Ratios of Regression Coefficients in Linear Model

  • Kim, Yeong-Hwa;Yang, Wan-Yeon;Kim, M.J.;Park, C.G.
    • Journal of the Korean Data and Information Science Society
    • /
    • v.15 no.1
    • /
    • pp.251-261
    • /
    • 2004
  • The paper focuses primarily on the standard linear multiple regression model where the parameter of interest is a ratio of two regression coefficients. The general model includes the calibration model, the Fieller-Creasy problem, slope-ratio assays, parallel-line assays, and bioequivalence. We provide an orthogonal transformation (cf. Cox and Reid (1987)) of the original parameter vector. Also, we give some remarks on the difficulties associated with likelihood based confidence interval.

  • PDF

The Role of Artificial Observations in Testing for the Difference of Proportions in Misclassified Binary Data

  • Lee, Seung-Chun
    • The Korean Journal of Applied Statistics
    • /
    • v.25 no.3
    • /
    • pp.513-520
    • /
    • 2012
  • An Agresti-Coull type test is considered for the difference of binomial proportions in two doubly sampled data subject to false-positive error. The performance of the test is compared with the likelihood-based tests. It is shown that the Agresti-Coull test has many desirable properties in that it can approximate the nominal significance level with compatible power performance.

Development of an Inversion Analysis Technique for Downhole Testing and Continuous Seismic CPT

  • Joh, Sung-Ho;Mok, Young-Jin
    • Geotechnical Engineering
    • /
    • v.14 no.3
    • /
    • pp.95-108
    • /
    • 1998
  • Downhole testing and seismic CPT (SCPT) have been widely used to evaluate stiffness profiles of the subgrade. Advantages of downhole testing and SCPT such as low cost, easy operation and a simple seismic source have got these testings more frequently adopted in site investigation. For the automated analysis of downhole testing and SCPT, the concept of interval measurements has been practiced. In this paper. a new inversion procedure to deal tilth the interval measurements for the automated downhole testing and SCPT (including a newlydeveloped continuous SCPT) is proposed. The forward modeling in the new inversion procedure incorporates ray path theory based on Snell's law. The formulation for the inversion analysis is derived from the maximum likelihood approach, which estimates the maximum likelihood of obtaining a particular travel time from a source to a receiver. Verification of the new inversion procedure was performed with numerical simulations of SCPT using synthesized profiles. The results of the inversion analyses performed for the synthetic data show that the new inversion analysis is a valid procedure which enhances Va profiles determined by downhole testing and SCPT.

  • PDF