Simulation-Based Confidence Intervals for Functions With Complicated Derivatives
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.
Year of publication: |
2013
|
---|---|
Authors: | Mandel, Micha |
Published in: |
The American Statistician. - Taylor & Francis Journals, ISSN 0003-1305. - Vol. 67.2013, 2, p. 76-81
|
Publisher: |
Taylor & Francis Journals |
Saved in:
Saved in favorites
Similar items by person
-
Testing Goodness of Fit of a Uniform Truncation Model
Mandel, Micha, (2007)
-
The Accelerated Failure Time Model Under Biased Sampling
Mandel, Micha, (2010)
-
Mandel, Micha, (2013)
- More ...