MOVER-R and Penalized MOVER-R Confidence Intervals for the Ratio of Two Quantities.

ABSTRACT: Developing a confidence interval for the ratio of two quantities is an important task in statistics because of its omnipresence in real world applications. For such a problem, the MOVER-R (method of variance recovery for the ratio) technique, which is based on the recovery of variance estimates from confidence limits of the numerator and the denominator separately, was proposed as a useful and efficient approach. However, this method implicitly assumes that the confidence interval for the denominator never includes zero, which might be violated in practice. In this article, we first use a new framework to derive the MOVER-R confidence interval, which does not require the above assumption and covers the whole parameter space. We find that MOVER-R can produce an unbounded confidence interval

SUBMITTER: Wang P 

PROVIDER: S-EPMC10769102 | biostudies-literature | 2023

REPOSITORIES: biostudies-literature