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DMAR (version 1.0.0)

ci_cv: Confidence Interval for the Coefficient of Variation

Description

Computes the noncentral t-based confidence interval for the population coefficient of variation, the standard deviation relative to the mean, so variability can be reported on a scale that is free of the measurement units.

Usage

ci_cv(
  cv = NULL,
  mean = NULL,
  sd = NULL,
  n = NULL,
  data = NULL,
  conf_level = 0.95,
  alpha_lower = NULL,
  alpha_upper = NULL,
  ...
)

Value

A 4-row data.frame with columns term, value, prob_less, and prob_greater. The rows are ordered so the two point estimates sit between the confidence limits: "lower_limit" (lower confidence limit on the coefficient of variation), "c_of_v" (the sample coefficient of variation), "c_of_v_unbiased" (the unbiased estimator), and "upper_limit" (upper confidence limit). The prob_less

and prob_greater columns report the achieved tail probabilities of the noncentral t search at the limit values; they are NA for the point-estimate rows.

Arguments

cv

Coefficient of variation

mean

Sample mean

sd

Sample standard deviation (square root of the unbiased estimate of the variance

n

Sample size

data

Vector of data for which the confidence interval for the coefficient of variation is to be calculated

conf_level

Desired confidence level (1-Type I error rate)

alpha_lower

The proportion of values beyond the lower limit of the confidence interval (cannot be used with conf_level)

alpha_upper

The proportion of values beyond the upper limit of the confidence interval (cannot be used with conf_level)

...

Allows one to potentially include parameter values for inner functions

Author

Ken Kelley [email protected]

Details

Uses the noncentral t-distribution to calculate the confidence interval for the population coefficient of variation.

References

Johnson, N. L., & Welch, B. L. (1940). Applications of the non-central t-distribution. Biometrika, 31(3--4), 362--389. tools:::Rd_expr_doi("10.1093/biomet/31.3-4.362")

Kelley, K. (2007). Sample size planning for the coefficient of variation from the accuracy in parameter estimation approach. Behavior Research Methods, 39(4), 755--766. tools:::Rd_expr_doi("10.3758/BF03192966")

Kelley, K. (2007). Confidence intervals for standardized effect sizes: Theory, application, and implementation. Journal of Statistical Software, 20(8), 1--24. tools:::Rd_expr_doi("10.18637/jss.v020.i08")

Maxwell, S. E., Delaney, H. D., & Kelley, K. (2027). Designing experiments and analyzing data: A model comparison perspective (4th ed.). Routledge. (See Chapter 3.)

McKay, A. T. (1932). Distribution of the coefficient of variation and the extended t distribution. Journal of the Royal Statistical Society, 95(4), 695--698.

See Also

cv

Other confidence intervals for effect sizes: ci_R2(), ci_c(), ci_c_ancova(), ci_c_ancova_bp(), ci_correlation, ci_eta_squared(), ci_eta_squared_generalized(), ci_eta_squared_partial(), ci_mahalanobis(), ci_omega_squared(), ci_pvaf(), ci_rc(), ci_reg_coef(), ci_rmsea(), ci_sc(), ci_sc_ancova(), ci_sm(), ci_smd(), ci_smd_c(), ci_snr(), ci_src(), ci_srsnr(), contrast_adjusted(), plot_smd()

Examples

Run this code
set.seed(113)
N <- 15
X <- rnorm(N, 5, 1)
mean.X <- mean(X)
sd.X <- var(X)^.5

ci_cv(mean = mean.X, sd = sd.X, n = N, alpha_lower = .025,
alpha_upper = .025, conf_level = NULL)
ci_cv(data = X, conf_level = .95)
ci_cv(cv = sd.X / mean.X, n = N, conf_level = .95)

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