[R] BIG difficulties in Using boot.ci (bot package)

[Adams, Jean]

S,

There is no mention of a type="bca" argument on the ?confint help file.

You can look here for an example of using the boot.ci() function in the
boot package:

http://www.statmethods.net/advstats/bootstrapping.html

​Jean​


On Fri, Apr 10, 2015 at 11:01 AM, varin sacha <varinsacha at yahoo.fr> wrote:

> Dear R-Experts,
>
> I am trying to compute the BCa nonparametric bootstrap on regression
> coefficients.
>
> Here is the reproducible example :
>
> GDP.LOG <-c(14,12,13,15.5,16,17,16.5,13.5,12.5,12)
> Quality.score <-c(12,11,13,14,15,16,12,10,9,9)
> Competitivness.score=c(8,6,7,5,6.5,7,8,4.5,6,7)
> fit <- lm(formula = GDP.LOG ~ Quality.score + Competitivness.score)
> confint(fit, level=.95)
> confint.default(fit, level=.95)
> confint(fit,level=.95,type="bca")
>
> 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.
>
> Best,
> S
>
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