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)
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 |
|
conf.int |
confidence level |
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
You can use if(!exists('.Random.seed')) runif(1)
before running
your bootstrap to make sure that .Random.seed
will be available
to bootBCa
.
Frank Harrell
## 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)
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