[R-sig-ME] What does "number of groups < 50"

[Emmanuel Curis]

Hello,

I'm not a specialist of bootstrap, hence will not give advice about
using normal approximation for bootstrap confidence interval; however,
I guess your warnings come from the fact that trying to obtain the
bilateral 99.9 % confidence interval using percentiles of a n = 1000
sample (as done with your 1000 bootstrap "iterations") roughly means
leave one value out (either min or max) and use all remaining values
as the confidence interval. Hence, either min or max (depending on the
one that was rejected) is used, leading to using the extreme values as
quantiles...

In other words, it simply suggests that 1000 iterations gives a too
small sample to have a good approximation of the 99.9 % confidence
interval, you should use more bootstrap replications. However, it
should be ok for the 95 % one, unless may be you have a lot of ties.

Hope this helps,

Emmanuel Curis

On Mon, Oct 28, 2013 at 06:43:58PM +0000, Maria Paola Bissiri wrote:
« My bootMer script completed the 1000 iterations calculating
« confidence intervals at the levels 0.95, 0.99 and 0.999 using the
« methods "norm", "basic" and "perc", but gave the following warnings
« for each fixed effect:
« Warning : Basic Intervals used Extreme Quantiles
« Some basic intervals may be unstable
« Warning : Percentile Intervals used Extreme Quantiles
« Some percentile intervals may be unstable

-- 
                                Emmanuel CURIS
                                emmanuel.curis at parisdescartes.fr

Page WWW: http://emmanuel.curis.online.fr/index.html