Environmental and Ecological Statistics

, Volume 7, Issue 2, pp 177–189

Sensitivity of normal theory methods to model misspecification in the calculation of upper confidence limits on the risk function for continuous responses

  • S.J. Banga
  • G.P. Patil
  • C. Taillie
Article

DOI: 10.1023/A:1009679013166

Cite this article as:
Banga, S., Patil, G. & Taillie, C. Environmental and Ecological Statistics (2000) 7: 177. doi:10.1023/A:1009679013166

Abstract

Normal theory procedures for calculating upper confidence limits (UCL) on the risk function for continuous responses work well when the data come from a normal distribution. However, if the data come from an alternative distribution, the application of the normal theory procedures may lead serious over- or under-coverage depending upon the alternative distribution. In this paper we conduct simulation studies to investigate the sensitivity of three normal theory UCL procedures to departures from normality. Data from several gamma, reciprocal gamma, and lognormal distributions are considered. The normal theory procedures are applied to both the raw data and the log-transformed data.

coverage probability dose-response models gamma distribution lognormal distribution overcoverage reciprocal gamma distribution undercoverage 

Copyright information

© Kluwer Academic Publishers 2000

Authors and Affiliations

  • S.J. Banga
    • 1
  • G.P. Patil
    • 1
  • C. Taillie
    • 1
  1. 1.Center for Statistical Ecology and Environmental Statistics, Department of StatisticsThe Pennsylvania State UniversityUniversity Park

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