mysterious-iron-16289
07/17/2023, 3:21 PMhelpful-application-7107
07/17/2023, 3:33 PMmysterious-iron-16289
07/17/2023, 3:41 PMhelpful-application-7107
07/17/2023, 3:42 PMAnd when you’re smaller than alpha, then you should have a CI with 0 lying outside of the interval with hypothesis confidence level 1 - \tilde{\alpha}/2. Or am I mistaken?This sounds correct to me. But the question is what is the general way you can construct that CI?
mysterious-iron-16289
07/17/2023, 3:45 PMhelpful-application-7107
07/17/2023, 3:48 PMmysterious-iron-16289
07/17/2023, 3:51 PMhelpful-application-7107
07/17/2023, 4:00 PMmysterious-iron-16289
07/17/2023, 4:07 PMhelpful-application-7107
07/17/2023, 4:07 PMThe above formula certainly works, if you have just one hypothesis.But, this is the crux of the issue, no?
We would really like to have a correct visualisation, since they current can be misleading.Yeah, I definitely agree with this and am sympathetic to wanting a better solution than what we currently have.
mysterious-iron-16289
07/17/2023, 4:17 PMhelpful-application-7107
07/18/2023, 6:31 PMmysterious-iron-16289
07/19/2023, 9:09 AMhelpful-application-7107
07/19/2023, 4:10 PMI would argue that from the point of controlling the FDR it is not relevant how wide exactly the CI for the non-selected parameters are. It’s just important, that they encompass 0.I agree somewhat. From the perspective of building a reliable machine used by many different companies and analysts, I am a bit concerned about ad-hoc CIs for these non-selected tests. That said, this is probably better than the status quo: unadjusted CIs & a tooltip warning that they aren't adjusted.
mysterious-iron-16289
07/20/2023, 7:15 AM