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correlation
2005 May 21
0
studentized CIs for a correlation using package boot
...from each boostrap sample. There are 2
important points, I think:
(1) We need to do a fisher transformation (atanh(x)) to correct for
non-normality, this can be done easily be specifying h, hinv, and hdot
parameteres in the boot.ci call.
(2) an estimate for the variance is (as far as I remember)
1-correlation2)2/n (For fisher transformed data, an estimator is: 1/(n-3))
do you think, this is the correct way:
library(boot)
fisher <- function(r) 0.5*log((1+r)/(1-r))
fisher.dot <- function(r) 1/(1-r2)
fisher.inv <- function(z) (exp(2*z)-1)/(exp(2*z)+1)
boot.fun <- function(data, i) {
n <-...