Re: restraining eta code

From: Leonid Gibiansky leonidg@metrumrg.com Subject: Re: [NMusers] restraining eta code Date: Tue, 28 Mar 2006 08:23:21 -0500 Nele, The best way to see what is going on is simulations (e.g., using R or S+). If you run this code: THETA7 = 0.7 ETA4 = rnorm(100000,mean=0,sd=sqrt(6.4)) PHI=log(THETA7/(1-THETA7)) P=exp(PHI+ETA4)/(1+exp(PHI+ETA4)) hist(P) p95CI = quantile(P,probs=c(0.025,0.975)) you will see that the distribution for P is not normal (at all!), and 95% confidence intervals are essentially from 0 to 1: 2.5% 97.5% 0.01641659 0.99714220 Leonid