On Oct 20, 2010, at 4:10 AM, David A. wrote:
Hi,
I am trying to calculate confidence intervals using ci.numeric from
epicalc package. If I generate a normal set of data and find the 99%
and 95% CI, they seem too narrow to me. Am I doing something wrong??
The next sentence suggests that what you are doing wrong is assuming
that population parameters like the 0.75 and 0.25 quantiles (the IQR)
are on the same scale as the confidence intervals around the
population mean. As the number of samples increases the CI will narrow
while the expected value of the IQR will remain the same. If you
wanted to compare two values that remain on the same scale you ought
to be looking at the SD rather than maen +/- 1.96*se(mean).
The IQR goes from -0.62 to 0.62, so I thought the CI limits should
be more extreme than these values.
x<- rnorm(200,0,1)
ci.numeric(x=mean(x),n=200,sds=sd(x),alpha=0.05)
n mean sd se lower95ci upper95ci
1 200 -0.07129813 1.015668 0.07181859 -0.2129213 0.0703250
ci.numeric(x=mean(x),n=200,sds=sd(x),alpha=0.01)
n mean sd se lower99ci upper99ci
200 -0.07129813 1.015668 0.07181859 -0.2580811 0.1154848
quantile(x)
0% 25% 50% 75% 100%
-3.23354673 -0.61926758 -0.06672757 0.62000897 2.43763696
Thanks,
D.
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David Winsemius, MD
West Hartford, CT
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