gen_z {VizTest}R Documentation

Calculate z-score for Confidence Interval Overlap

Description

Calculates the z-score required such that confidence intervals do not overlap under the null hypothesis withe a specified probability.

Usage

gen_z(b, v, alpha = 0.05, df = Inf, ...)

Arguments

b

A vector of estiamtes

v

The variance-covariance matrix for b.

alpha

The desired probability at which the confidence intervals do not overlap under the null hypothesis.

df

Degrees of freedom for the t-distribution, defaults to Inf indicating a normal distribution.

...

Other arguments passed down, currently not implemented.

Value

A list with two elements: ave_z: A data frame with one row for each estimate in b and the following variables:

References

Harvey Goldstein and Michael J.R. Healy. (1995) "The Graphical Presentation of A Collection of Means." Journal of the Royal Statistical Society, Series A 158(1): 175-177 doi:10.2307/2983411. David Afshartous and Richard A. Preston. (2010) "Confidence Intervals for Dependent Data: Equating Non-overlap with Statistical Significance." Computational Statistics and Data Analysis 54: 2296-2305 doi:10.1016/j.csda.2010.04.011

Examples

data(mtcars)
mod <- lm(mpg ~ wt + hp + disp + vs, data=mtcars)
gen_z(coef(mod), vcov(mod))


[Package VizTest version 0.4 Index]