SimDesign (version 1.1)

ECR: Compute the empirical coverage rate for Type I errors and Power

Description

Computes the detection rate for determining empirical Type I error and power rates using information from the confidence intervals. Note that using 1 - ECR(CIs, parameter) will provide the empirical detection rate.

Usage

ECR(CIs, parameter, tails = FALSE)

Arguments

CIs

a numeric vector or matrix of confidence interval values for a given parameter value, where the first element/column indicates the lower confidence interval and the second element/column the upper confidence interval. If a vector of length 2 is passed instead then the returned value will be either a 1 or 0 to indicate whether the parameter value was or was not within the interval, respectively

parameter

a numeric scalar indicating the fixed parameter value. Alternative, a numeric vector object with length equal to the number of rows as CIs (use to compare sets of parameters at once)

tails

logical; when TRUE returns a vector of length 2 to indicate the proportion of times the parameter was lower or higher than the supplied interval, respectively. This is mainly only useful when the coverage region is not expected to be symmetric, and therefore is generally not required. Note that 1 - sum(ECR(CIs, parameter, tails=TRUE)) == ECR(CIs, parameter)

See Also

EDR

Examples

CIs <- matrix(NA, 100, 2)
for(i in 1:100){
   dat <- rnorm(100)
   CIs[i,] <- t.test(dat)$conf.int
}

ECR(CIs, 0)
ECR(CIs, 0, tails = TRUE)

# single vector input
CI <- c(-1, 1)
ECR(CI, 0)
ECR(CI, 2)
ECR(CI, 2, tails = TRUE)

# parameters of the same size as CI
parameters <- 1:10
CIs <- cbind(parameters - runif(10), parameters + runif(10))
parameters <- parameters + rnorm(10)
ECR(CIs, parameters)