If you have access to data on an entire population, say the size of every house in Ames, Iowa, it’s straight forward to answer questions like, “How big is the typical house in Ames?” and “How much variation is there in sizes of houses?”. If you have access to only a sample of the population, as is often the case, the task becomes more complicated. What is your best guess for the typical size if you only know the sizes of several dozen houses? This sort of situation requires that you use your sample to make inference on what your population looks like.
In the previous lab, ``Sampling Distributions’’, we looked at the population data of houses from Ames, Iowa. Let’s start by loading that data set.
load("more/ames.RData")In this lab we’ll start with a simple random sample of size 60 from the population. Specifically, this is a simple random sample of size 60. Note that the data set has information on many housing variables, but for the first portion of the lab we’ll focus on the size of the house, represented by the variable Gr.Liv.Area.
population <- ames$Gr.Liv.Area
samp <- sample(population, 60)My sample’s distribution is right skewed. The typical size within my sample is 1500. I interpreted typical to mean the average.
hist(samp)I expect another student’s distribution to be similar to mines but not exactly identical because the sample size here because we are sampling 60 observations from a set of 2,930 values, so there must be some variation.
One of the most common ways to describe the typical or central value of a distribution is to use the mean. In this case we can calculate the mean of the sample using,
sample_mean <- mean(samp)Return for a moment to the question that first motivated this lab: based on this sample, what can we infer about the population? Based only on this single sample, the best estimate of the average living area of houses sold in Ames would be the sample mean, usually denoted as \(\bar{x}\) (here we’re calling it sample_mean). That serves as a good point estimate but it would be useful to also communicate how uncertain we are of that estimate. This can be captured by using a confidence interval.
We can calculate a 95% confidence interval for a sample mean by adding and subtracting 1.96 standard errors to the point estimate (See Section 4.2.3 if you are unfamiliar with this formula).
se <- sd(samp) / sqrt(60)
lower <- sample_mean - 1.96 * se
upper <- sample_mean + 1.96 * se
c(lower, upper)## [1] 1451.889 1785.478
This is an important inference that we’ve just made: even though we don’t know what the full population looks like, we’re 95% confident that the true average size of houses in Ames lies between the values lower and upper. There are a few conditions that must be met for this interval to be valid.
The values must be randomly sampled and the n > 30.
We are 95% confident that the true population mean lies somewhere between 2 standard errors of the sample mean.
In this case we have the luxury of knowing the true population mean since we have data on the entire population. This value can be calculated using the following command:
mean(population)## [1] 1499.69
The confidence interval captures the true average size of houses in Ames.
I would assume that most of these intervals (95% of them) capture the true population mean.
Using R, we’re going to recreate many samples to learn more about how sample means and confidence intervals vary from one sample to another. Loops come in handy here (If you are unfamiliar with loops, review the Sampling Distribution Lab).
Here is the rough outline:
But before we do all of this, we need to first create empty vectors where we can save the means and standard deviations that will be calculated from each sample. And while we’re at it, let’s also store the desired sample size as n.
samp_mean <- rep(NA, 50)
samp_sd <- rep(NA, 50)
n <- 60Now we’re ready for the loop where we calculate the means and standard deviations of 50 random samples.
for(i in 1:50){
samp <- sample(population, n) # obtain a sample of size n = 60 from the population
samp_mean[i] <- mean(samp) # save sample mean in ith element of samp_mean
samp_sd[i] <- sd(samp) # save sample sd in ith element of samp_sd
}Lastly, we construct the confidence intervals.
lower_vector <- samp_mean - 1.96 * samp_sd / sqrt(n)
upper_vector <- samp_mean + 1.96 * samp_sd / sqrt(n)Lower bounds of these 50 confidence intervals are stored in lower_vector, and the upper bounds are in upper_vector. Let’s view the first interval.
c(lower_vector[1], upper_vector[1])## [1] 1386.834 1606.666
58 out of 60 (90%) of our sample’s confidence intervals include the true population mean. This is not exactly equal to our confidence interval because there is still a lot of variability involved here. Our samples themselves may have means that are very different from our true mean, and the variance of our samples also changes, affecting our standard error and ultimately increasing or decreasing the range of our CI so that it includes or excludes the true mean.
```r
plot_ci(lower_vector, upper_vector, mean(population))
```
<img src="omarpineda-confidence_intervals_files/figure-html/plot-ci-1.png" width="672" />
80% CI: 1.28
plot_ci function, plot all intervals and calculate the proportion of intervals that include the true population mean. How does this percentage compare to the confidence level selected for the intervals?56 out of 60 (93%) of our sample’s confidence intervals include the true mean. The lower our confidence interval, the smaller our range will be and the less likely it will be that the true population mean lies in the range created around our sample mean. We are less certain that the true population mean lies in a smaller range.
lower_vector <- samp_mean - 1.28 * samp_sd / sqrt(n)
upper_vector <- samp_mean + 1.28 * samp_sd / sqrt(n)
plot_ci(lower_vector, upper_vector, mean(population))This is a product of OpenIntro that is released under a Creative Commons Attribution-ShareAlike 3.0 Unported. This lab was written for OpenIntro by Andrew Bray and Mine Çetinkaya-Rundel.