WALD: WALD: Wald Method for Simultaneous Confidence Intervals
Description
Computes simple Wald-type simultaneous confidence intervals for multinomial
proportions. These intervals are symmetric about the sample proportions and
do not use continuity corrections, thus avoiding zero-width intervals even
for extreme sample proportions.
Usage
WALD(inpmat, alpha)
Value
Prints the original and adjusted confidence intervals for each category,
along with the volume (product of interval widths).
Arguments
inpmat
Integer vector of observed cell counts corresponding to a
categorical dataset. All values must be non-negative.
alpha
Desired statistical significance level
Author
Dr. M. Subbiah
Details
The adjusted limits are truncated to stay within the [0,1] range.
References
Wald, A. (1943).
*Tests of Statistical Hypotheses Concerning Several Parameters When the Number of Observations is Large.*
Transactions of the American Mathematical Society, **54**, 426–482.