Visualizing uncertainty in a two-dimensional estimate using confidence and comparison regions

Maren Eckert () and Werner Vach ()
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Maren Eckert: University of Freiburg
Werner Vach: University of Basel

Stata Journal, 2023, vol. 23, issue 2, 455-490

Abstract: Recently, Eckert and Vach (2020, Biometrical Journal 62: 598–609) pointed out that both confidence and comparison regions are useful tools to visualize uncertainty in a two-dimensional estimate. Both types of regions can be based on inverting Wald tests or likelihood-ratio tests. confcomptwo enables Stata users to draw both types of regions following one of the two principles for various two-dimensional estimation problems. The use of confcomptwo is illustrated by several examples.

Keywords: confcomptwo; two-dimensional parameter space; confidence region; comparison region; Wald test; profile likelihood; likelihood-ratio test; diagnostic accuracy studies (search for similar items in EconPapers)
Date: 2023
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DOI: 10.1177/1536867X231175314

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