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thecoefs
2007 Jan 26
1
bootstrap bca confidence intervals for large number of statistics in one model; library("boot")
...ot( data=DAT, statistic=myfn, R=1000 )
names(bootObj)
dim(bootObj$t)
sofar<-t(sapply( 1:ncol(bootObj$t), function(thiscolumn) boot.ci(bootObj, type='bca', index=thiscolumn)$bca[4:5] ))
colnames(sofar)<-c("lo", "hi")
NEWDATA<-cbind(NEWDATA, sofar[4:nrow(sofar),])
thecoefs<-sofar[1:3,]
lines( NEWDATA$x, NEWDATA$lo, col='red')
lines( NEWDATA$x, NEWDATA$hi, col='red')
Note: To get boot.ci to run with type='bca' it seems necessary to have a
large value of R. Otherwise boot.ci returns an error, in my (limited)
experience.
Thanks in advance...