On Thu, Jul 20, 2017 at 04:21:04PM +0200, Martin Maechler wrote: > >>>>> Scott Kostyshak <skostys...@ufl.edu> > >>>>> on Thu, 20 Jul 2017 03:28:37 -0400 writes: > > >> From ?confint: > > "Computes confidence intervals" and "The default method assumes > > asymptotic normality" > > > For me, a "confidence interval" implies an exact confidence interval in > > formal statistics (I concede that when speaking, the term is often used > > more loosely). And of course, even if a test statistic is asymptotically > > normal (so the assumption is satisfied), the finite distribution might > > not be normal and thus an exact confidence interval would not be > > computed. > > > Attached is a patch that simply changes "asymptotic normality" to > > "normality" in confint.Rd. This encourages the user of the function to > > think about whether their asymptotically normal statistic is "normal > > enough" in a finite sample to get something reliable from confint(). > > > Alternatively, we could instead change "Computes confidence intervals" > > to "Computes asymptotic confidence intervals". > > > I hope I'm not being too pedantic here. > > well, it's just at the 97.5% border line of "too pedantic" ...
:) > ;-) > > I think you are right with your first proposal to drop > "asymptotic" here. After all, there's the explict 'fac <- qnorm(a)'. Note that I received a private email that my message was indeed too pedantic and expressed disagreement with the proposal. I'm not sure if they intended it to be private so I will respond in private and see if they feel like bringing the discussion on the list. Or perhaps this minor (and perhaps controversial?) issue is not worth any additional time. > One could consider to make 'qnorm' an argument of the > default method to allow more general distributional assumptions, > but it may be wiser to have useRs write their own > confint.<foo>() method, notably for cases where > diag(vcov(object)) is an efficiency waste... Thanks for your comments, Scott > Martin > > > > Scott > > > > -- > > Scott Kostyshak > > Assistant Professor of Economics > > University of Florida > > https://people.clas.ufl.edu/skostyshak/ > > > > ---------------------------------------------------------------------- > > Index: src/library/stats/man/confint.Rd > > =================================================================== > > --- src/library/stats/man/confint.Rd (revision 72930) > > +++ src/library/stats/man/confint.Rd (working copy) > > @@ -31,7 +31,7 @@ > > } > > \details{ > > \code{confint} is a generic function. The default method assumes > > - asymptotic normality, and needs suitable \code{\link{coef}} and > > + normality, and needs suitable \code{\link{coef}} and > > \code{\link{vcov}} methods to be available. The default method can be > > called directly for comparison with other methods. > > > > ---------------------------------------------------------------------- > > ______________________________________________ > > R-devel@r-project.org mailing list > > https://stat.ethz.ch/mailman/listinfo/r-devel ______________________________________________ R-devel@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-devel
