ci_f_ncp: CI for the Non-Centrality Parameter of the F Distribution
Description
Based on the inversion principle, parametric CIs for the non-centrality parameter
(NCP) Delta of the F distribution are calculated.
To keep the input interface simple, we do not provide bootstrap CIs here.
An object of class "cint", see ci_mean() for details.
Arguments
x
The result of stats::lm() or the F test statistic.
df1
The numerator df. Only used if x is a test statistic.
df2
The denominator df. Only used if x is a test statistic.
probs
Lower and upper probabilities, by default c(0.025, 0.975).
Details
A positive lower \((1 - \alpha) \cdot 100\%\)-confidence limit for the NCP goes
hand-in-hand with a significant F test at level \(\alpha\).
According to stats::pf(), the results might be unreliable for very large F values.
References
Smithson, M. (2003). Confidence intervals. Series: Quantitative Applications in the
Social Sciences. New York, NY: Sage Publications.