IDEAS home Printed from https://ideas.repec.org/a/taf/amstat/v67y2013i2p76-81.html
   My bibliography  Save this article

Simulation-Based Confidence Intervals for Functions With Complicated Derivatives

Author

Listed:
  • Micha Mandel

Abstract

In many scientific problems, the quantity of interest is a function of parameters that index the model, and confidence intervals are constructed by applying the delta method. However, when the function of interest has complicated derivatives, this standard approach is unattractive and alternative algorithms are required. This article discusses a simple simulation-based algorithm for estimating the variance of a transformation, and demonstrates its simplicity and accuracy by applying it to several statistical problems.

Suggested Citation

  • Micha Mandel, 2013. "Simulation-Based Confidence Intervals for Functions With Complicated Derivatives," The American Statistician, Taylor & Francis Journals, vol. 67(2), pages 76-81, May.
    • Handle: RePEc:taf:amstat:v:67:y:2013:i:2:p:76-81
    DOI: 10.1080/00031305.2013.783880
    as

    Download full text from publisher

    File URL: http://hdl.handle.net/10.1080/00031305.2013.783880
    Download Restriction: Access to full text is restricted to subscribers.
    File URL: https://libkey.io/10.1080/00031305.2013.783880?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Jackson, Christopher, 2016. "flexsurv: A Platform for Parametric Survival Modeling in R," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 70(i08).
    2. José H. Dias Gonçalves & João J. Ferreira Gomes & Lihki Rubio & Filipe R. Ramos, 2023. "A Generalized Log Gamma Approach: Theoretical Contributions and an Application to Companies’ Life Expectancy," Mathematics, MDPI, vol. 11(23), pages 1-23, November.
    3. Ardo Hout & Graciela Muniz-Terrera, 2019. "Hidden three-state survival model for bivariate longitudinal count data," Lifetime Data Analysis: An International Journal Devoted to Statistical Methods and Applications for Time-to-Event Data, Springer, vol. 25(3), pages 529-545, July.
    4. Signe M Jensen & Hanne Hauger & Christian Ritz, 2018. "Mediation analysis for logistic regression with interactions: Application of a surrogate marker in ophthalmology," PLOS ONE, Public Library of Science, vol. 13(2), pages 1-7, February.
    5. Touraine, Célia & Gerds, Thomas A. & Joly, Pierre, 2017. "SmoothHazard: An R Package for Fitting Regression Models to Interval-Censored Observations of Illness-Death Models," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 79(i07).
    6. Kahle, David J. & Young, Phil D. & Greer, Brandi A. & Young, Dean M., 2016. "Confidence intervals for the ratio of two Poisson rates under one-way differential misclassification using double sampling," Computational Statistics & Data Analysis, Elsevier, vol. 95(C), pages 122-132.

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:taf:amstat:v:67:y:2013:i:2:p:76-81. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Chris Longhurst (email available below). General contact details of provider: http://www.tandfonline.com/UTAS20 .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.