[R] Bootstrapping confidence intervals

khosoda at med.kobe-u.ac.jp khosoda at med.kobe-u.ac.jp
Tue May 3 08:40:11 CEST 2011


Hi,
Sorry for repeated question.

I performed logistic regression using lrm and penalized it with pentrace
function. I wanted to get confidence intervals of odds ratio of each
predictor and summary(MyModel) gave them. I also tried to get
bootstrapping standard errors in the logistic regression. bootcov
function in rms package provided them. Then, I found that the confidence
intervals provided by bootstrapping (bootcov) was narrower than CIs
provided by usual variance-covariance matrix in the followings.

My data has no cluster structure.
I am wondering which confidence interval is better. I guess
bootstrapping one, but is it right?

I would appreciate anybody's help in advance.

> summary(MyModel, stenosis=c(70, 80), x1=c(1.5, 2.0), x2=c(1.5, 2.0))
             Effects              Response : outcome

 Factor              Low  High Diff. Effect S.E. Lower 0.95 Upper 0.95
 stenosis            70.0 80   10.0  -0.11  0.24 -0.59      0.37
  Odds Ratio         70.0 80   10.0   0.90    NA  0.56      1.45
 x1                   1.5  2    0.5   1.21  0.37  0.49      1.94
  Odds Ratio          1.5  2    0.5   3.36    NA  1.63      6.95
 x2                   1.5  2    0.5  -0.29  0.19 -0.65      0.08
  Odds Ratio          1.5  2    0.5   0.75    NA  0.52      1.08
 ClinicalScore        3.0  5    2.0   0.61  0.38 -0.14      1.36
  Odds Ratio          3.0  5    2.0   1.84    NA  0.87      3.89
 procedure - CA:CE    2.0  1     NA   0.83  0.46 -0.07      1.72
  Odds Ratio          2.0  1     NA   2.28    NA  0.93      5.59

> summary(MyModel.boot, stenosis=c(70, 80), x1=c(1.5, 2.0), x2=c(1.5, 2.0))
             Effects              Response : outcome

 Factor              Low  High Diff. Effect S.E. Lower 0.95 Upper 0.95
 stenosis            70.0 80   10.0  -0.11  0.28 -0.65      0.43
  Odds Ratio         70.0 80   10.0   0.90    NA  0.52      1.54
 x1                   1.5  2    0.5   1.21  0.29  0.65      1.77
  Odds Ratio          1.5  2    0.5   3.36    NA  1.92      5.89
 x2                   1.5  2    0.5  -0.29  0.16 -0.59      0.02
  Odds Ratio          1.5  2    0.5   0.75    NA  0.55      1.02
 ClinicalScore        3.0  5    2.0   0.61  0.45 -0.28      1.50
  Odds Ratio          3.0  5    2.0   1.84    NA  0.76      4.47
 procedure - CAS:CEA  2.0  1     NA   0.83  0.38  0.07      1.58
  Odds Ratio          2.0  1     NA   2.28    NA  1.08      4.85



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