[R] sciplot question

[Frank E Harrell Jr]

Jarle Bjørgeengen wrote:
> 
> On May 24, 2009, at 4:42 , Frank E Harrell Jr wrote:
> 
>> Jarle Bjørgeengen wrote:
>>> On May 24, 2009, at 3:34 , Frank E Harrell Jr wrote:
>>>> Jarle Bjørgeengen wrote:
>>>>> Great,
>>>>> thanks Manuel.
>>>>> Just for curiosity, any particular reason you chose standard error 
>>>>> , and not confidence interval as the default (the naming of the 
>>>>> plotting functions associates closer to the confidence interval 
>>>>> .... ) error indication .
>>>>> - Jarle Bjørgeengen
>>>>> On May 24, 2009, at 3:02 , Manuel Morales wrote:
>>>>>> You define your own function for the confidence intervals. The 
>>>>>> function
>>>>>> needs to return the two values representing the upper and lower CI
>>>>>> values. So:
>>>>>>
>>>>>> qt.fun <- function(x) qt(p=.975,df=length(x)-1)*sd(x)/sqrt(length(x))
>>>>>> my.ci <- function(x) c(mean(x)-qt.fun(x), mean(x)+qt.fun(x))
>>>>
>>>> Minor improvement: mean(x) + qt.fun(x)*c(-1,1) but in general 
>>>> confidence limits should be asymmetric (a la bootstrap).
>>> Thanks,
>>> if the date is normally distributed , symmetric confidence interval 
>>> should be ok , right ?
>>
>> Yes; I do see a normal distribution about once every 10 years.
> 
> Is it not true that the students-T (qt(... and so on) confidence 
> intervals is quite robust against non-normality too ?
> 
> A teacher told me that, the students-T symmetric confidence intervals 
> will give a adequate picture of the variability of the data in this 
> particular case.

Incorrect.  Try running some simulations on highly skewed data.  You 
will find situations where the confidence coverage is not very close of 
the stated level (e.g., 0.95) and more situations where the overall 
coverage is 0.95 because one tail area is near 0 and the other is near 0.05.

The larger the sample size, the more skewness has to be present to cause 
this problem.

Frank

> 
> Best rgds
> Jarle Bjørgeengen
> 
> 


-- 
Frank E Harrell Jr   Professor and Chair           School of Medicine
                      Department of Biostatistics   Vanderbilt University