| confint2.boot {quest} | R Documentation |
Bootstrapped Confidence Intervals from a boot Object
Description
confint2.boot is the boot method for the generic function
confint2 and computes bootstrapped confidence intervals from an object
of class boot (aka an object returned by the function
boot. The function is a simple wrapper for the car boot
methods for the summary and confint generics. See
hist.boot for details on those methods.
Usage
## S3 method for class 'boot'
confint2(obj, boot.ci.type = "perc", level = 0.95, ...)
Arguments
obj |
an object of class |
boot.ci.type |
character vector of length 1 specifying the type of
bootstrapped confidence interval to compute. The options are 1) "perc" for
the regular percentile method, 2) "bca" for bias-corrected and accelerated
percentile method, 3) "norm" for the normal method that uses the
bootstrapped standard error to construct symmetrical confidence intervals
with the classic formula around the bias-corrected estimate, and 4) "basic"
for the basic method. Note, "stud" for the studentized method is NOT an
option. See |
level |
double vector of length 1 specifying the confidence level. Must be between 0 and 1. |
... |
This argument has no use. Technically, it is additional arguments
for |
Details
The bias-corrected and accelerated percentile method (boot.ci.type =
"bca") will often fail if the number of bootstrapped resamples is less than
the sample size. Even still, it can fail for other reasons. Following
car:::confint.boot, confint2.boot gives a warning if the
bias-corrected and accelerated percentile method fails for any statistic, and
implicitly switches to the regular percentile method to prevent an error.
When multiple statistics were bootstrapped, it might be that the
bias-corrected and accelerated percentile method succeeded for most of the
statistics and only failed for one statistic; however, confint2.boot
will switch to using the regular percentile method for ALL the statistics.
This may change in the future.
Value
data.frame will be returned with nrow equal to the number of
statistics bootstrapped and columns specified below. The rownames are the
names in the "t0" element of the boot object (default data.frame
rownames if the "t0" element does not have any names). The columns are the
following:
- est
original parameter estimates
- se
bootstrapped standard errors (does not differ by
boot.ci.type)- lwr
lower bound of the bootstrapped confidence intervals
- upr
upper bound of the bootstrapped confidence intervals
See Also
Examples
# a single statistic
mean2 <- function(x, i) mean(x[i], na.rm = TRUE)
boot_obj <- boot::boot(data = attitude[[1]], statistic = mean2, R = 200L)
confint2.boot(boot_obj)
confint2.boot(boot_obj, boot.ci.type = "bca")
confint2.boot(boot_obj, level = 0.99)
# multiple statistics
colMeans2 <- function(dat, i) colMeans(dat[i, ], na.rm = TRUE)
boot_obj <- boot::boot(data = attitude, statistic = colMeans2, R = 200L)
confint2.boot(boot_obj)
confint2.boot(boot_obj, boot.ci.type = "bca")
confint2.boot(boot_obj, level = 0.99)