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Confidence interval for a difference, by variance estimate recovery

Source: R/uncertainty_propagation.R
mover_difference_ci.Rd

Combines two separate intervals into an interval for the difference of the two estimates, following Newcombe's MOVER (Method of Variance Estimates Recovery) approach.

Subtracting only the comparator's point estimate leaves an interval exactly as wide as the first estimate's, which understates the uncertainty of the difference. MOVER recovers a variance from each interval at the bound that matters for the corresponding bound of the difference, so the result keeps the asymmetry of exact binomial intervals instead of symmetrising them.

Usage

mover_difference_ci(
  estimate_1,
  lower_1,
  upper_1,
  estimate_2,
  lower_2,
  upper_2,
  correlation = 0
)

Arguments

estimate_1, lower_1, upper_1

Estimate and interval bounds of the first quantity.

estimate_2, lower_2, upper_2

Estimate and interval bounds of the second quantity, which is subtracted from the first.

correlation

Correlation between the two estimates. Defaults to 0, which assumes them independent; a positive value narrows the interval.

Value

A named numeric vector with the lower and upper bounds of the interval for estimate_1 - estimate_2, or NA bounds when any input is missing.