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Visualizing uncertainty in a two-dimensional estimate using confidence and comparison regions

Author

Listed:
  • Maren Eckert

    (University of Freiburg)

  • Werner Vach

    (University of Basel)

Abstract

Recently, Eckert and Vach (2020, Biometrical Journal 62: 598–609) pointed out that both confidence and comparison regions are useful tools to visualize uncertainty in a two-dimensional estimate. Both types of regions can be based on inverting Wald tests or likelihood-ratio tests. confcomptwo enables Stata users to draw both types of regions following one of the two principles for various two-dimensional estimation problems. The use of confcomptwo is illustrated by several examples.

Suggested Citation

  • Maren Eckert & Werner Vach, 2023. "Visualizing uncertainty in a two-dimensional estimate using confidence and comparison regions," Stata Journal, StataCorp LP, vol. 23(2), pages 455-490, June.
    • Handle: RePEc:tsj:stataj:v:23:y:2023:i:2:p:455-490
    DOI: 10.1177/1536867X231175314
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