Confidence interval for a coefficient of dispersion

Source: R/statpsych1.R

Computes a confidence interval for a population coefficient of dispersion which is defined as a mean absolute deviation from the median divided by a median. The coefficient of dispersion assumes ratio-scale scores and is a robust alternative to the coefficient of variation. An approximate standard error is recovered from the confidence interval.

ci.cod(alpha, y)

Arguments

alpha

alpha level for 1-alpha confidence

y

vector of scores

Value

Returns a 1-row matrix. The columns are:

  • Estimate - estimated coefficient of dispersion

  • SE - recovered standard error

  • LL - lower limit of the confidence interval

  • UL - upper limit of the confidence interval

References

Bonett DG, Seier E (2006). “Confidence interval for a coefficient of dispersion in nonnormal distributions.” Biometrical Journal, 48(1), 144--148. ISSN 0323-3847, doi:10.1002/bimj.200410148 .

Examples

y <- c(30, 20, 15, 10, 10, 60, 20, 25, 20, 30, 10, 5, 50, 40,
       20, 10, 0, 20, 50)
ci.cod(.05, y)
#>   Estimate        SE        LL       UL
#>  0.5921053 0.1814708 0.3813259 1.092679

# Should return:
#  Estimate        SE        LL       UL
# 0.5921053 0.1814708 0.3813259 1.092679