Confidence interval for a mean absolute deviation

Source: R/statpsych1.R

Computes a confidence interval for a population mean absolute deviation from the median (MAD). The MAD is a robust alternative to the standard deviation.

ci.mad(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 mean absolute deviation

  • SE - standard error

  • LL - lower limit of the confidence interval

  • UL - upper limit of the confidence interval

References

Bonett DG, Seier E (2003). “Confidence intervals for mean absolute deviations.” The American Statistician, 57(4), 233--236. ISSN 0003-1305, doi:10.1198/0003130032323 .

Examples

y <- c(30, 20, 15, 10, 10, 60, 20, 25, 20, 30, 10, 5, 50, 40, 
       20, 10, 0, 20, 50)
ci.mad(.05, y)
#>  Estimate       SE       LL       UL
#>      12.5 2.876103 7.962667 19.62282

# Should return:
# Estimate       SE       LL       UL
#     12.5 2.876103 7.962667 19.62282