Drexel dragonThe Math ForumDonate to the Math Forum



Search All of the Math Forum:

Views expressed in these public forums are not endorsed by Drexel University or The Math Forum.


Math Forum » Discussions » Software » comp.soft-sys.matlab

Topic: Confidence interval calculation (for multcompare)
Replies: 5   Last Post: Jun 25, 2013 8:19 PM

Advanced Search

Back to Topic List Back to Topic List Jump to Tree View Jump to Tree View   Messages: [ Previous | Next ]
Tom Lane

Posts: 855
Registered: 12/7/04
Re: Confidence interval calculation (for multcompare)
Posted: Apr 19, 2013 9:59 AM
  Click to see the message monospaced in plain text Plain Text   Click to reply to this topic Reply

> In statistics, usually confidence intervals are calculated by the standard
> deviation over the sample size. However, in the multiple comparison,
> regardless of what the standard deviation is for each of the individual
> groups, the confidence intervals are always the same.

...
> The confidence intervals displayed in this multcompare figure should be as
> a function of the standard deviation in each of the groups, but it appears
> that they follow the standard deviation of the whole.
> In other words the confidence intervals are not a reflection of these
> values for each of the groups


Russell, the calculations are based on the anova1 fit. This anova model
supposes that the variance is the same across groups, and tests whether the
means may differ. The variance is estimated by pooling the variances of the
different groups.

A reference for the plotted intervals is given inside the file. I'll try to
make sure it's featured more prominently in the future.

Reference: Y. Hochberg and A.C. Tamhane, "Multiple Comparison Procedures,"
Wiley, New York, 1987.
See 3.32, p. 98.

-- Tom





Point your RSS reader here for a feed of the latest messages in this topic.

[Privacy Policy] [Terms of Use]

© Drexel University 1994-2014. All Rights Reserved.
The Math Forum is a research and educational enterprise of the Drexel University School of Education.