From skostyshak at ufl.edu  Thu Jul 20 09:28:37 2017
From: skostyshak at ufl.edu (Scott Kostyshak)
Date: Thu, 20 Jul 2017 03:28:37 -0400
Subject: [Rd] [patch] ?confint: "assumes asymptotic normality"
Message-ID: <20170720072837.phhhg7q6lxmjzboj@steph>

>From ?confint:

"Computes confidence intervals" and "The default method assumes
asymptotic normality"

For me, a "confidence interval" implies an exact confidence interval in
formal statistics (I concede that when speaking, the term is often used
more loosely). And of course, even if a test statistic is asymptotically
normal (so the assumption is satisfied), the finite distribution might
not be normal and thus an exact confidence interval would not be
computed.

Attached is a patch that simply changes "asymptotic normality" to
"normality" in confint.Rd. This encourages the user of the function to
think about whether their asymptotically normal statistic is "normal
enough" in a finite sample to get something reliable from confint().

Alternatively, we could instead change "Computes confidence intervals"
to "Computes asymptotic confidence intervals".

I hope I'm not being too pedantic here.

Scott


-- 
Scott Kostyshak
Assistant Professor of Economics
University of Florida
https://people.clas.ufl.edu/skostyshak/

-------------- next part --------------
Index: src/library/stats/man/confint.Rd
===================================================================
--- src/library/stats/man/confint.Rd	(revision 72930)
+++ src/library/stats/man/confint.Rd	(working copy)
@@ -31,7 +31,7 @@
 }
 \details{
   \code{confint} is a generic function.  The default method assumes
-  asymptotic normality, and needs suitable \code{\link{coef}} and
+  normality, and needs suitable \code{\link{coef}} and
   \code{\link{vcov}} methods to be available.  The default method can be
   called directly for comparison with other methods.
 


[Rd] [patch] ?confint: "assumes asymptotic normality"
Scott Kostyshak