Hi there,
I am trying to derive confidence intervals for specific covariates. I calculated the model-averaged values from the back transformed values, as recommended in Darryl's workshop.
I used the Delta method to calculate SEs and CIs for each unique model, where the CIs are bound between [0,1]. However, I cannot find a formula to produce CIs for the model averaged parameter estimates.
Since values for psi are near 1 for some model average estimates, Y +/- (1.96*modelaveragedSE) are not bounded between [0,1].
Can you recommend a methodology to derive CIs for derived parameters of model averaged set that are bound between [0,1]. If this is not possible, could you recommend a satisfactory way of reporting these limits in the literature?
Thank you,
Kyle