statsmodels.stats.oneway.confint_noncentrality¶
- statsmodels.stats.oneway.confint_noncentrality(f_stat, df, alpha=0.05, alternative='two-sided')[source]¶
Confidence interval for noncentrality parameter in F-test
This does not yet handle non-negativity constraint on nc. Currently only two-sided alternative is supported.
- Parameters:
- Returns:
float
The end point of the confidence interval.
See also
Notes
The algorithm inverts the cdf of the noncentral F distribution with respect to the noncentrality parameters. See Steiger 2004 and references cited in it.
References
[1]Steiger, James H. 2004. “Beyond the F Test: Effect Size Confidence Intervals and Tests of Close Fit in the Analysis of Variance and Contrast Analysis.” Psychological Methods 9 (2): 164–82. https://doi.org/10.1037/1082-989X.9.2.164.