crossReg (version 1.0)

FiellerC: Confidence intervals for crossover points using the Fieller method

Description

Calculate confidence intervals for crossover points of two simple linear regression lines using the Fieller method.

Usage

FiellerC(Data)

Arguments

Data

a dataframe containing data values for y, x1, and x2

Value

• LowCI
  lower bound of confidence intervals for C based on the Fieller method
• UpperCI
  upper bound of confidence intervals for C based on the Fieller method

Details

Fieller (1954) proposed a method for calculating the confidence interval for the ratio of two normally distributed random variables without assuming any particular form for the sampling distribution of the ratio itself. The function FiellerC() calculates confidence intervals for the crossover points of two simple regression lines using the Fieller method.

References

Fieller, E. C. (1954). Some problems in interval estimation. Journal of the Royal Statistical Society, Series B: Methodological, 16, 175-185.

Examples

# example data
library(MASS)
out <- mvrnorm(1000, mu = c(0,0), Sigma = matrix(c(1,0.2,0.2,1), ncol = 2),empirical = TRUE)
x1 <- out[,1]
x2 <- out[,2]
epsilon <-rnorm(1000,0,1)
y <- 1 + 1*x1 + 0.5*x2 + 1*x1*x2 + epsilon  # true C = -0.5/1 = -0.5
simData <- data.frame(y=y,x1=x1,x2=x2)

# run FiellerC()
FiellerC(simData)