boot.ci {boot} R Documentation

## Nonparametric Bootstrap Confidence Intervals

### Description

This function generates 5 different types of equi-tailed two-sided nonparametric confidence intervals. These are the first order normal approximation, the basic bootstrap interval, the studentized bootstrap interval, the bootstrap percentile interval, and the adjusted bootstrap percentile (BCa) interval. All or a subset of these intervals can be generated.

### Usage

boot.ci(boot.out, conf = 0.95, type = "all",

### Details

The formulae on which the calculations are based can be found in Chapter 5 of Davison and Hinkley (1997). Function boot must be run prior to running this function to create the object to be passed as boot.out.

Variance estimates are required for studentized intervals. The variance of the observed statistic is optional for normal theory intervals. If it is not supplied then the bootstrap estimate of variance is used. The normal intervals also use the bootstrap bias correction.

Interpolation on the normal quantile scale is used when a non-integer order statistic is required. If the order statistic used is the smallest or largest of the R values in boot.out a warning is generated and such intervals should not be considered reliable.

### Value

An object of type "bootci" which contains the intervals. It has components

 R The number of bootstrap replicates on which the intervals were based. t0 The observed value of the statistic on the same scale as the intervals. call The call to boot.ci which generated the object. It will also contain one or more of the following components depending on the value of type used in the call to bootci. normal A matrix of intervals calculated using the normal approximation. It will have 3 columns, the first being the level and the other two being the upper and lower endpoints of the intervals. basic The intervals calculated using the basic bootstrap method. student The intervals calculated using the studentized bootstrap method. percent The intervals calculated using the bootstrap percentile method. bca The intervals calculated using the adjusted bootstrap percentile (BCa) method. These latter four components will be matrices with 5 columns, the first column containing the level, the next two containing the indices of the order statistics used in the calculations and the final two the calculated endpoints themselves.

### References

Davison, A.C. and Hinkley, D.V. (1997) Bootstrap Methods and Their Application, Chapter 5. Cambridge University Press.

DiCiccio, T.J. and Efron B. (1996) Bootstrap confidence intervals (with Discussion). Statistical Science, 11, 189–228.

Efron, B. (1987) Better bootstrap confidence intervals (with Discussion). Journal of the American Statistical Association, 82, 171–200.

abc.ci, boot, empinf, norm.ci

### Examples

# confidence intervals for the city data
ratio <- function(d, w) sum(d$x * w)/sum(d$u * w)
city.boot <- boot(city, ratio, R = 999, stype = "w", sim = "ordinary")
boot.ci(city.boot, conf = c(0.90, 0.95),
type = c("norm", "basic", "perc", "bca"))

# studentized confidence interval for the two sample
# difference of means problem using the final two series
# of the gravity data.
diff.means <- function(d, f)
{    n <- nrow(d)
gp1 <- 1:table(as.numeric(d$series)) m1 <- sum(d[gp1,1] * f[gp1])/sum(f[gp1]) m2 <- sum(d[-gp1,1] * f[-gp1])/sum(f[-gp1]) ss1 <- sum(d[gp1,1]^2 * f[gp1]) - (m1 * m1 * sum(f[gp1])) ss2 <- sum(d[-gp1,1]^2 * f[-gp1]) - (m2 * m2 * sum(f[-gp1])) c(m1 - m2, (ss1 + ss2)/(sum(f) - 2)) } grav1 <- gravity[as.numeric(gravity[,2]) >= 7, ] grav1.boot <- boot(grav1, diff.means, R = 999, stype = "f", strata = grav1[ ,2]) boot.ci(grav1.boot, type = c("stud", "norm")) # Nonparametric confidence intervals for mean failure time # of the air-conditioning data as in Example 5.4 of Davison # and Hinkley (1997) mean.fun <- function(d, i) { m <- mean(d$hours[i])
n <- length(i)
v <- (n-1)*var(d$hours[i])/n^2 c(m, v) } air.boot <- boot(aircondit, mean.fun, R = 999) boot.ci(air.boot, type = c("norm", "basic", "perc", "stud")) # Now using the log transformation # There are two ways of doing this and they both give the # same intervals. # Method 1 boot.ci(air.boot, type = c("norm", "basic", "perc", "stud"), h = log, hdot = function(x) 1/x) # Method 2 vt0 <- air.boot$t0/air.boot$t0^2 vt <- air.boot$t[, 2]/air.boot$t[ ,1]^2 boot.ci(air.boot, type = c("norm", "basic", "perc", "stud"), t0 = log(air.boot$t0), t = log(air.boot\$t[,1]),
var.t0 = vt0, var.t = vt)


[Package boot version 1.3-28 Index]