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# Questions tagged [confidence-interval]

In statistics, a confidence interval is a measure of the precision of an estimate of an underlying parameter. In principle, if the estimate is computed several times on independent samples of data, the parameter should fall within associated confidence intervals a set proportion of the time. This proportion is known as the coverage probability, and is most commonly set to be 95%.

• ### Calculate 95% CI around predicted fitted values from a grouped nls model in R

This question is similar to the post How to calculate 95% prediction interval from nls, but in this case I have a grouped nls object. Modifying the example from the linked post: x <- seq(0, 4, 0.1)...
• ### How to get shaded confidence interval bands for glm coefficients?

I would like to plot the line and the shaded 95% confidence interval bands (for example using polygon)from a glm model (family binomial). For linear models (lm), I have previously been able to plot ...
• ### Hypothesis testing: constructing equally likely intervals with R

So I am given that a variable CRP represents the concentration of C-reactive protein in the patients’ blood. The researchers would like to assume that the distribution of the Creactive protein ...
• ### MLR Package R - Confidence Intervals and store Imputation

The Reviewer of my manuscript recommended splitting my healthcare data in the training/test set. On the training set, I should use a nested wrapper by amputating and filtering my variables (chi ...
• ### Custom Confidence bands with ggplot2 in R?

I would like to define my own confidence intervals, instead of ggplot2 automatically calculating them for me. I have put some reproducible code that outputs the graph below. In the example I have ...
• ### Error in bca.ci(boot.out, conf, index[1L], L = L, t = t.o, t0 = t0.o, : estimated adjustment 'w' is infinite

I am calculating effect sizes and their confidence intervals for independent groups with this function: bootES( my_data, data.col="Score", group.col="Group", contrast = c("X","Y"), effect.type = "r" )...
• ### How to plot confidence intervals for glm models (gamma family)?

I would like to plot the line and the 95% confidence interval from a glm model (family gamma). For linear models, I have previously been able to plot the confidence intervals from the predictions as ...
• ### Finding Confidence Interval using python

I am trying to calculate confidence interval using margin of error but it is giving me an error. Below is the code I've written. Please help! import pandas as pd import scipy.stats as stats import ...
• ### Plotting mean monthly temperature in ggplot with confidence intervals

I need to plot mean monthly temperature and have the month abbreviated on the x axis, and I need to add 95% confidence intervals but not sure how. Any visual of CI's would be good. Then I need to ...
• ### How to calculate (in R) the range in the difference of ranges to check if 0 is within this range?

I am studying the relationship of one Variable Y with two possible explanatory variables X1 and X2. All my variables are continuous. Furthermore, Y has a non-normal distribution, so I decided to ...
• ### How to make a smoothed confidence band/ribbon with geom_smooth using pre-calculated confidence intervals in R

Yet another data scientist not keeping a safe distance from COVID-19 data. I am making a plot of the infection and deahts doubling times which I am calculating on a running basis, say previous 14 ...
• ### R: How to read a column, find a value and calculate something in another column based in this search?

I have a database with 2000 values and it looks like this: Status Job Hours Salary Permanent Programmer 40 45k Permanent Analyst 35 50k Temporary Programmer 35 ...
• ### R Question: estimate the avg mark of students and place 95% bound on error of est and 95% confidence interval

Take a single systematic sample of size 20 from a vector of length 300. Treating this sample as a SRS, estimate the average mark of students. Place a 95% bound on the error of estimation, and give a ...
• ### Regression confidence bands from plm models

I am currently running a fixed effects model with the use of the plm function from the package of the same name. I have clustering in the data, so I am using the vcovCR function from the clubSandwich ...
• ### How to calculate 95% Confidence intervals for categorical data (Daily, Occasionally, Never)

I asked a random selection of people the following question "How often do you smoke?". The answer categories were as follows: 1. Daily 2. Occasionally or 3. Never . I have details about the ...
• ### How to plot regression transformed back on original scale with colored confidence interval bands?

I would like to plot the line and the 95% confidence interval from a linear model where the response has been logit transformed back on the original scale of the data. So the result should be a curved ...
• ### Creating reactive confidence intervals for expected high/low

I'm trying to create confidence intervals for my expected mean so as to predict the high/low of the next OHLC bar. I'm not well versed in statistics and I can only assume I'm going about this in a ...
• ### Obtain standard error of mean as computed in seaborn.catplot

I am using seaborn.catplot with kind='point' to plot my data. I would like to calculate the standard error of the mean (SEM) for each hue var and each category using the same method as seaborn in ...
• ### How to find the confidence interval for mean of an AR(1) process?

Hi guys and gals, I want to find AR(1) 95% confidence interval for mean using R by using simulation method, but I have stuck somewhere because my Confidence_interval.U and Confidence_interval.L are ...
• ### How to Determine the Confidence Interval for a WEIGHTED Population Proportion with R

TASK: COMPUTE THE WEIGHTED SHARES OF MANIFESTATIONS OF A CATEGORICAL VARIABLE AND FIND CONFIDENCE INTERVALS AROUND THOSE WEIGHTED SHARES library(dplyr) set.seed(100) Make up data set with a ...
• ### How to calculate conf interval for a certain parameter at multiple timepoint?

I have a dataframe (df) with observations of a dependent variable (DV) of multiple individuals (n) at multiple timepoints (TIME) I would like to calculate 95% confindence intervals of DV at each ...
• ### Gaussian Process Confidence vs Credible Intervals

Since Gaussian Process returns a distribution and not a point estimate, why this example (and actually in every example with GP) talk about Confidence Intervals on the analogues for Bayesian ...
• ### How to compute confidence intervals for this impulse response?

I am trying to create bootstrapped confidence intervals for my impulse responses. Basically, I need a confidence intervall for each impulse response observation of each variable. It's easier for me to ...
• ### Python: Compute confidence intervals for a non-linear fit

I have some x data and y data --> Just as an example x_data = [5, 6, 6.2, 6.3, 6.7] y_data = [5.2, 6.8, 8.2, , 8.9] and now I want to fit a non linear function def func(x, a): return 0.2* a**...
• ### List out the Confident Interval have actual means of 10

I have a table of Confident Interval as the picture below, the questions asking for how many the Interval contains the actual mean of 10 and list them out. I only know how to count how many Inside &...
• ### Is there an R function for computing 95% confidence interval of interpolated X from an nls model?

I fitted a simple Imax model of the form: Y = I0 - [(Imax*X)/(IC50 + X)] using nls function in R. Using a measured Y = 'n', I estimated X = 'm'. Is there a function in R to compute 95% confidence ...
• ### R I need help understanding my professor's R code to compute exact confidence interval

I am having difficulty understanding particular lines in my professor's example for calculating the exact confidence interval (note: this is not utilizing the normality assumption) # R code for Exact ...
• ### Matlab bootci for prevalence data

I want to use the Matlab bootci() function to give me confidence intervals for prevalence data. An simple example is the prevalence of the number 1 in the following data (10%). However, I don't ...
• ### How to get confidence interval of high standard deviation time-based data?

I'm working with an analysis of some latencies (in seconds). My idea is to find my confidence interval where 95% of my results fit, so I can have some idea of the PDF. By sight, the more common ...
• ### Method to extract exact 95% confidence values from stat_smooth(method = “glm”)

I have produced a glm interaction plot using ggplot2. I have attached the code I have used and the plot . I know that the grey shaded areas represent the 95% condfidence interval, but I am ...
• ### Confidence Distribution Definition - Modern Definition: Uniform Condition Requirement

I am currently working on the concept of confidence distribution and based on Wiki for modern definition we have two condition. The second condition states:"The true parameter value θ = θ0, Hn(θ0) ≡ ...
• ### Getting the values calculated by stat_summary with mean_cl_boot

I'm plotting some X values with mean_cl_boot with large confidence intervals How can I export the text for both the value of the fun.y = mean and fun.data = mean_cl_boot in each group? I have an ...
• ### Confidence intervals for odds ratio of fixed effects with CLMM2 in R package ordinal

I am using the package ordinal in R to run ordinal logistic regression mixed models on ordinal data with 4 categories. I have to use clmm2 because one of my explanatory variables does not satisfy the ...
• ### Correlation between two scores where one of scores has a confidence interval

scipy.stats module has several metrics like pearsonr, spearmanr to compute the correlation between two set of scores. In my case, one set of the scores are actually mean of multiple scores and so I ...
• ### How to assess confidence score of a real-time prediction

I have a system that recognizes faces in real-time. I've collected facial features from two different people and labeled the features as "1" and "2". Currently, I'm able to recognize these two people ...
• ### Calculating lm() within a loop

Objective: The overall objective of the problem is to calculate the confidence interval (CI) of various sample sizes (n=2,4..1024) of rnorm, 10,000 times and then count the number of times each one ...
• ### Equation for 95% CI on regression?

I have calculated/plotted a linear and a 95% CI on the model parameters as follows lm <- lm(cars\$speed~cars\$dist) conf <- predict(lm, interval='confidence') conf <- cbind(cars,conf) CI <...
• ### How can I calculate confidence interval for a mean in R not using confint

I am trying to work on a problem where I try generate random exponential and uniform distributions and sample from them. Then I calculate the confidence interval of the linear model on them using ...
• ### How to aggregate Confidence intervals?

Hi Data Science community, I am building out a forecasting model based on Facebook's prophet algorithm. The way our business is structured, we have multiple accounts rolling up to a parent account. ...
• ### Find the CI for a given interval of HDI in R?

I'm looking for a method to calculate the value of the CI for a given a range around the mode. For example, if my mode (or value with highest KDE) is 50 and I establish an acceptable range of 10 ...
• ### Predicted SE vary from ggeffects::ggpredict - what am I doing wrong? 'Object not found' for predict function

I am running an analysis in r on the effect of canopy cover (OverheadCover, proportion bounded by 0,1) and the number of carcasses placed on the same location (CarcassNumber, factor with 2 levels) on ...
• ### How to calculate direct and indirect standardized rates by subgroups in R?

Using below example data, I am trying to calculate direct and indirect standardized rates by subgroups such as year, region and sex using ageadjust.indirect and ageadjust.direct functions in R, but ...
• ### Create plot between two points representing confidence intervals in R

I have a data frame similar to the one created in the example below: Remove columns with zero values from a dataframe Is it possible to create a whisker plot connecting these two points in R? I ...
• ### Calculate Confidence Interval calculation of a number survey/responses

A LIKERT scale survey was sent to 800 customers out of the total customers of an insurance company to check their satisfaction, etc. So 40 customers complete the survey. With a Population of 800, ...
• ### How to get groupwise error bars in correct place on stacked bar/dynamite plot in ggplot?

I have a dataset that I want to plot the mean and confidence limits of in a dynamite plot (I am aware of the drawbacks of dynamite plots but I work in a corporate environment where simple summary ...
• ### ggplot2: Density plot with mean / 95% confidence interval line

I know that there is a way to draw a density plot with the box plot as follows: So basically, in this plot, median & quartiles were used. However, I was not able to find out how I can express ...
• ### Matrix Algebra - ValueError - Computing Confidence Intervals

I am trying to use the delta method to compute confidence intervals for non-linear regression models. My standard errors is an array of 5,3,3 however I think standards errors should be 5 values, not ...
• ### Prediction Intervals for Hyperbolic Curve_Fit - SciPy

How can I get prediction intervals / prediction bands with a SciPy's curve fitting function? More specifically, how do I get these prediction bands for the hyperbolic curve typically used in decline ...
• ### How to get prediction interval for column of predictions

How do I get both lower and high 95% confidence or prediction interval columns for my prediction? df1 = pd.DataFrame({ 'cumsum_days': [1,2,3,4,5,6,7,8,9,10,11,12,13,14,15], '...
• ### Get right confidence intervals after differencing time serie SARIMA

I am working on a Time Serie project and I am doing a first difference to have a stationary serie. I know how to inverse differencing my série but I don’t no how to inverse differencing my ...