Hi On 16 Oct 2003, Enda Kelly wrote:
> Hi. I have a query regarding whether it is logical to place a confidence > interval about a P-value. The computation involved uses a permutation > method to produce a P-value for a hypothesis test. In an effort to check > the reliability of this P-value I have been bootstrapping the raw data > to produce a confidence interval about this P-value. Curiously, for > significant P-values the CI is in general quite narrow, whereas for > non-significant values, I get enormous CIs. This leads me to the > suspicion that there is something flawed about the process. Am I correct > in my suspicions? You do not say what your null hypothesis was, so it is difficult to answer for sure. However, what you observed is exactly what you would expect because significance tests and confidence intervals are mirror images of one another. The denominator of the significance test x the critical value = the CI. So the smaller the denominator, the narrower the CI and the larger the test statistic (other things being equal of course). Best wishes Jim ============================================================================ James M. Clark (204) 786-9757 Department of Psychology (204) 774-4134 Fax University of Winnipeg 4L05D Winnipeg, Manitoba R3B 2E9 [EMAIL PROTECTED] CANADA http://www.uwinnipeg.ca/~clark ============================================================================ . . ================================================================= Instructions for joining and leaving this list, remarks about the problem of INAPPROPRIATE MESSAGES, and archives are available at: . http://jse.stat.ncsu.edu/ . =================================================================
