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As we know, we can calculate the confidence interval relating to standard errors and coefficients by that to get the high CIs and low CIs at 95% confidence interval

Confident interval +/- standard error*1.96

However, today, when reading a R code, I saw their code is:

# summarySE provides the standard deviation, standard error of the mean, and a (default 95%) confidence interval
tgc <- summarySE(tg, measurevar="len", groupvars=c("supp","dose"))
tgc
#>   supp dose  N   len       sd        se       ci
#> 1   OJ  0.5 10 13.23 4.459709 1.4102837 3.190283
#> 2   OJ  1.0 10 22.70 3.910953 1.2367520 2.797727
#> 3   OJ  2.0 10 26.06 2.655058 0.8396031 1.899314
#> 4   VC  0.5 10  7.98 2.746634 0.8685620 1.964824
#> 5   VC  1.0 10 16.77 2.515309 0.7954104 1.799343
#> 6   VC  2.0 10 26.14 4.797731 1.5171757 3.432090

From what I understand, sd is standard error and ci is confidence interval, and len is the variable of interest. I am wondering how can they have the ci like in that case.

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1 Answer 1

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  1. Standard error is not sd but se. Standard error is related to sd but they are not the same $\text{se}=\frac{sd}{\sqrt{n}}$. You can also confirm here that in the first case $1.41\approx 4.46/\sqrt{10}$
  2. Confidence interval is, for 95% confidence and using t-statistics, $\pm t^* \cdot\text{se}$, not $\pm 1.96\cdot se$.

The critical value of $t^*$ at 95% level depends on number of observations, it will be 1.96 only when $n \rightarrow \infty$. But the table clearly shows that you have mere 10 observations in all groups. For 10 observations critical $t$-stat is about 2.3. Hence for the group 1 CI will be approximately 2.3. If you just plug this into proper formula you see that the value is correct: $\pm 2.3 \cdot 1.41 \approx \pm 3.2 $. So their confidence intervals are correct.

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