[R] BIG difficulties in Using boot.ci (bot package)
varinsacha at yahoo.fr
Fri Apr 10 18:01:20 CEST 2015
I am trying to compute the BCa nonparametric bootstrap on regression coefficients.
Here is the reproducible example :
fit <- lm(formula = GDP.LOG ~ Quality.score + Competitivness.score)
I am not sure but I think that I can not get the nonparametric BCa bootstrap with the confint function. As you can see, I have tried the argument type="bca", I don’t get any error message, but the results don’t change, the results are exactly the same as confint(fit,level=.95).
As I have understood, the default argument uses normal quantiles and the method for linear models uses T-quantiles instead.
So, I have checked the boot package and the boot.ci function to calculate the BCa bootstrap on the regression coefficients, but I don’t really understand how to compute the code.
So, any help from you would be highly appreciated.
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