Michal Figurski wrote: > # And the result of the Passing-Bablok regression on this data frame: > Estimate 5%CI 95%CI > Intercept -4.306197 -9.948438 -1.374663 > Slope 1.257584 1.052696 1.679290 > > The original Passing & Bablok article on this method has an easy > prescription for CIs on coefficients, so I implemented that. Now I need > a way to calculate CI boundaries for individual points - this may be a > basic handbook stuff - I just don't know it (I'm not a statistician).
The answer is that you can't. You can't even do it with ordinary linear regression without knowing the correlation between slope and intercept. However, if you can get a CI for the intercept then you could subtract x0 from all the x and get a CI for the value at x0. (This brings echos from a distant past. My master's thesis was about some similar median-type estimators. I can't remember whether I looked at the Passing-Bablok paper at the time (1985!!) but my general recollection is that this group of methods is littered with unstated assumptions.) -- Peter Dalgaard Center for Statistics, Copenhagen Business School Phone: (+45)38153501 Email: pd....@cbs.dk Priv: pda...@gmail.com ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
