DiagTest3Grp (version 1.6)

FisherZ.Var: Calculate the variance of an estimator after Fisher's Z transformation

Description

Calculate the variance of an estimator after Fisher's Z transformation

Usage

FisherZ.Var(x, var.x)

Arguments

x

A numeric value, an estimator in the range of 0~1.

var.x

A numeric value, the variance of the estimator x.

Value

Return a numerical value---the variance of an estimator after Fisher's Z transformation.

Details

The variance of an estimator x after Fisher's Z transformation is $\frac{var(x)}{(1-x^2)^2}{var(x)/(1-x^2)^2}$.

References

Fisher, R.A. (1915) Frequency distribution of the values of the correlation coefficient in samples of an indefinitely large population. Biometrika 10 (4) 507

Xiong, C. and van Belle, G. and Miller, J.P. and Morris, J.C. (2006) Measuring and Estimating Diagnostic Accuracy When There Are Three Ordinal Diagnostic Groups. Statistics In Medicine 25 7 1251--1273.

See Also

FisherZ

Examples

x <- 0.8

var.x <- 0.06

new.var <- FisherZ.Var(x,var.x)