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2005 May 21
0
studentized CIs for a correlation using package boot
...ary.
For this CIs we need to compute a variance estimate of the statistic
(here correlation coeff) 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/...
2007 Dec 30
1
Bootstrap Confidence Intervals
Hi all.
This is my first post in this forum. Finally I find a forum in the web about
R, although is not in my language.
Now I'm working with Bootstrap CI. I'd like to know how I can calculate a
Bootstrap CI for any statistic, in particular, for Kurtosis Coeficient. I
have done the following code lines:
> library(boot)
> x=rnorm(20)
> kurtosis=function(x)