bootBCa function

BCa Bootstrap on Existing Bootstrap Replicates

BCa Bootstrap on Existing Bootstrap Replicates

This functions constructs an object resembling one produced by the boot package's boot function, and runs that package's boot.ci function to compute BCa and percentile confidence limits. bootBCa can provide separate confidence limits for a vector of statistics when estimate has length greater than 1. In that case, estimates must have the same number of columns as estimate has values.

bootBCa(estimate, estimates, type=c('percentile','bca','basic'), n, seed, conf.int = 0.95)

Arguments

  • estimate: original whole-sample estimate
  • estimates: vector of bootstrap estimates
  • type: type of confidence interval, defaulting to nonparametric percentile
  • n: original number of observations
  • seed: .Random.seem in effect before bootstrap estimates were run
  • conf.int: confidence level

Returns

a 2-vector if estimate is of length 1, otherwise a matrix with 2 rows and number of columns equal to the length of estimate

Author(s)

Frank Harrell

Note

You can use if(!exists('.Random.seed')) runif(1) before running your bootstrap to make sure that .Random.seed will be available to bootBCa.

See Also

boot.ci

Examples

## Not run: x1 <- runif(100); x2 <- runif(100); y <- sample(0:1, 100, TRUE) f <- lrm(y ~ x1 + x2, x=TRUE, y=TRUE) seed <- .Random.seed b <- bootcov(f) # Get estimated log odds at x1=.4, x2=.6 X <- cbind(c(1,1), x1=c(.4,2), x2=c(.6,3)) est <- X ests <- t(X bootBCa(est, ests, n=100, seed=seed) bootBCa(est, ests, type='bca', n=100, seed=seed) bootBCa(est, ests, type='basic', n=100, seed=seed) ## End(Not run)
  • Maintainer: Frank E Harrell Jr
  • License: GPL (>= 2)
  • Last published: 2025-01-17