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Confidence intervals should respect bounds #30
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The easiest solution is to construct confidence intervals on the logit scale and back-transform, i.e., |
Looks like there's some explanation and an implementation here in the |
Construction of Wald-style confidence intervals (as done in
confint.survtmle
) may require some adjustment, as it is possible for the routine to produce intervals that cross zero. This appears to be in conflict with the concept/definition of cumulative incidence, which is lower bounded by zero (right? @benkeser). In theREADME
example, this does not appear to be a problem forconfint.survtmle
as this generates an interval around only the cumulative incidence estimate at the last time point; however, when the same approach is applied to earlier time points (as in the new routineconfint.tp.survtmle
), negative values may arise. Of course, a quick fix is to simply replace such values with zero, but this then leads to uneven intervals, which are possibly theoretically problematic. There likely are some relevant theoretical insights that I am neglecting here as well as options for correcting this behavior if it is indeed undesirable (e.g., confidence intervals for non-negative random quantities).The text was updated successfully, but these errors were encountered: