Constructs Fieller's confidence interval.
fieller.ci(perturb.delta.s, perturb.delta, delta.s, delta)
Returns a vector of length 2, lower bound of the 95% confidence interval and upper bound of the 95% confidence interval.
numeric vector; the perturbed values for \(\hat{\Delta}_S\), the residual treatment effect estimate, used in variance estimation and confidence interval construction.
numeric vector; the perturbed values for \(\hat{\Delta}\), the treatment effect estimate, used in variance estimation and confidence interval construction.
the residual treatment effect, \(\Delta_S\), estimate, \(\hat{\Delta}_S\).
the treatment effect, \(\Delta\), estimate, \(\hat{\Delta}\).
Layla Parast
See documention for R.s.estimate for more detail.
Fieller, Edgar C. (1954). Some problems in interval estimation. Journal of the Royal Statistical Society. Series B (Methodological), 175-185.
Fieller, E. C. (1940). The biological standardization of insulin. Supplement to the Journal of the Royal Statistical Society, 1-64.
Parast, L., McDermott, M., Tian, L. (2016). Robust estimation of the proportion of treatment effect explained by surrogate marker information. Statistics in Medicine, 35(10):1637-1653.