qb_pi function

Simple uncalibrated prediction intervals for quasi-binomial data

Simple uncalibrated prediction intervals for quasi-binomial data

qb_pi() is a helper function that is internally called by quasi_bin_pi(). It calculates simple uncalibrated prediction intervals for binary data with constant overdispersion (quasi-binomial assumption).

qb_pi( newsize, histsize, pi, phi, q = qnorm(1 - 0.05/2), alternative = "both", newdat = NULL, histdat = NULL, algorithm = NULL )

Arguments

  • newsize: number of experimental units in the historical clusters.
  • histsize: number of experimental units in the future clusters.
  • pi: binomial proportion
  • phi: dispersion parameter
  • q: quantile used for interval calculation
  • alternative: either "both", "upper" or "lower" alternative specifies, if a prediction interval or an upper or a lower prediction limit should be computed
  • newdat: additional argument to specify the current data set
  • histdat: additional argument to specify the historical data set
  • algorithm: used to define the algorithm for calibration if called via quasi_bin_pi. This argument is not of interest for the calculation of simple uncalibrated intervals

Returns

qb_pi returns an object of class c("predint", "quasiBinomailPI").

Details

This function returns a simple uncalibrated prediction interval

[l,u]m=nmπ^±qϕ^nmπ^(1π^)+ϕ^nm2π^(1π^)hnh [l,u]_m = n^*_m \hat{\pi} \pm q \sqrt{\hat{\phi} n^*_m \hat{\pi} (1- \hat{\pi}) +\frac{\hat{\phi} n^{*2}_m \hat{\pi} (1- \hat{\pi})}{\sum_h n_h}}

with nmn^*_m as the number of experimental units in the m=1,2,...,Mm=1, 2, ... , M future clusters, π^\hat{\pi} as the estimate for the binomial proportion obtained from the historical data, ϕ^\hat{\phi} as the estimate for the dispersion parameter and nhn_h as the number of experimental units per historical cluster.

The direct application of this uncalibrated prediction interval to real life data is not recommended. Please use the beta_bin_pi() functions for real life applications.

Examples

qb_pred <- qb_pi(newsize=50, pi=0.3, phi=3, histsize=c(50, 50, 30), q=qnorm(1-0.05/2)) summary(qb_pred)
  • Maintainer: Max Menssen
  • License: GPL (>= 2)
  • Last published: 2024-03-04