Indicator Function for Analyzing Coverage

Indicator function for analyzing coverage. The output indicates whether a value lies within a computed confidence interval.

in_CI(est, se, true, level=0.95, df=Inf)

Arguments

est

Vector of estimates

se

Vector of standard errors

true

Vector of true parameters

level

Confidence level

df

Degrees of freedom for \(t\) distribution. The default corresponds to the normal distribution.

Value

Logical vector

Examples

#############################################################################
# EXAMPLE 1: Toy example
#############################################################################

#-- simulate estimates and standard errors
set.seed(987)
n <- 10
est <- stats::rnorm( n, sd=1)
se <- stats::runif( n, 0, .7 )
level <- .95
true <- 0

#-- apply coverage function
in_ci <- miceadds::in_CI( est, se, true)
#-- check correctness
cbind( est, se, true, in_ci )