>>>>> Scott Kostyshak <skostys...@ufl.edu> >>>>> on Thu, 20 Jul 2017 03:28:37 -0400 writes:
>> From ?confint: > "Computes confidence intervals" and "The default method assumes > asymptotic normality" > For me, a "confidence interval" implies an exact confidence interval in > formal statistics (I concede that when speaking, the term is often used > more loosely). And of course, even if a test statistic is asymptotically > normal (so the assumption is satisfied), the finite distribution might > not be normal and thus an exact confidence interval would not be > computed. > Attached is a patch that simply changes "asymptotic normality" to > "normality" in confint.Rd. This encourages the user of the function to > think about whether their asymptotically normal statistic is "normal > enough" in a finite sample to get something reliable from confint(). > Alternatively, we could instead change "Computes confidence intervals" > to "Computes asymptotic confidence intervals". > I hope I'm not being too pedantic here. well, it's just at the 97.5% border line of "too pedantic" ... ;-) I think you are right with your first proposal to drop "asymptotic" here. After all, there's the explict 'fac <- qnorm(a)'. One could consider to make 'qnorm' an argument of the default method to allow more general distributional assumptions, but it may be wiser to have useRs write their own confint.<foo>() method, notably for cases where diag(vcov(object)) is an efficiency waste... Martin > Scott > -- > Scott Kostyshak > Assistant Professor of Economics > University of Florida > https://people.clas.ufl.edu/skostyshak/ > ---------------------------------------------------------------------- > Index: src/library/stats/man/confint.Rd > =================================================================== > --- src/library/stats/man/confint.Rd (revision 72930) > +++ src/library/stats/man/confint.Rd (working copy) > @@ -31,7 +31,7 @@ > } > \details{ > \code{confint} is a generic function. The default method assumes > - asymptotic normality, and needs suitable \code{\link{coef}} and > + normality, and needs suitable \code{\link{coef}} and > \code{\link{vcov}} methods to be available. The default method can be > called directly for comparison with other methods. > ---------------------------------------------------------------------- > ______________________________________________ > R-devel@r-project.org mailing list > https://stat.ethz.ch/mailman/listinfo/r-devel ______________________________________________ R-devel@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-devel