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eehhh
2017 Aug 16
1
Bias-corrected percentile confidence intervals
...Z score to look up the new proportion to use in quantile()
rsq.bc <- quantile(mtcar.boot.rsq$boot.rsq,
c(pnorm((2*pnorm(mean(mtcar.boot.rsq$boot.high))) - 1.96),
pnorm((2*pnorm(mean(mtcar.boot.rsq$boot.high))) + 1.96)))
# ESTIMATES
# My attempt at BCP CI (ehhhh)
rsq.bc
31.59952% -- 0.7747525
99.97103% -- 0.9034800
# Boot package
rsq.ci
Intervals :
Level Normal Basic
95% ( 0.6690, 0.8659 ) ( 0.6818, 0.8824 )
Level Percentile BCa
95% ( 0.6795, 0.8800 ) ( 0.6044, 0.8511 )
# Simple percentile CI
quantile(rsq.out...