Öhagen Patrik <Patrik.Ohagen <at> mpa.se> writes: > > > Dear List, > > I was asked to calculate a confidence interval for p*p. Is there any standard techniques for calculating > such an interval? Delta Method? > > Thank you in advance! >
if p is a generic value (i.e. not a probability) and you know the variance (and are willing to assume normality) then you can indeed use the delta method; there are a variety of other techniques if you have the original data: fitting profile confidence limits, various resampling methods including bootstrapping, etc. (See section 6 of chapter 7 at http://www.zoo.ufl.edu/emdbook for more details if you like). Ben Bolker ______________________________________________ [email protected] 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.
