[R] Boot: Confidence Interval

[Prof Brian Ripley]

On 19/12/2011 09:12, Vikram Bahure wrote:
> Dear R users,
>
> I have a very simple query.
>
> I am using bootstrap (library(boot)). I want to access the std. error in
> the results and further generate confidence interval(CI) for n no. of
> samples which will give me n values for std. error and CI.
> *
> *
> b1
>
> ORDINARY NONPARAMETRIC BOOTSTRAP
>
> Call:
> boot(data = int.inc, statistic = med, R = 1000)
> Bootstrap Statistics :
>      original     bias    std. error
> t1* 9245.998 -0.2855912    43.00874
>
> It would be very helpful for if you could suggest me how to access std.
> error in bootstrap or generate confidence interval with some other method.

For confidence intervals, see ?boot.ci
For the std.error, read boot:::print.boot, and note that this is just 
the standard deviation of the non-NA samples.

Note that 'boot' is support software for a book: please consult it if 
you need any further help.


> Regards
> Vikram
>
> 	[[alternative HTML version deleted]]
>
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-- 
Brian D. Ripley,                  ripley at stats.ox.ac.uk
Professor of Applied Statistics,  http://www.stats.ox.ac.uk/~ripley/
University of Oxford,             Tel:  +44 1865 272861 (self)
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