confint.boot | R Documentation |
S3 methods are provided to construct non-parametric bootstrap confidence intervals, predictions with non-parametric confidence intervals, hypothesis tests, and plots of the parameter estimates for objects returned from Boot
from car.
## S3 method for class 'boot'
confint(
object,
parm = NULL,
level = conf.level,
conf.level = 0.95,
type = c("bca", "norm", "basic", "perc"),
plot = FALSE,
err.col = "black",
err.lwd = 2,
rows = NULL,
cols = NULL,
...
)
## S3 method for class 'boot'
htest(
object,
parm = NULL,
bo = 0,
alt = c("two.sided", "less", "greater"),
plot = FALSE,
...
)
## S3 method for class 'boot'
predict(object, FUN, conf.level = 0.95, digits = NULL, ...)
## S3 method for class 'boot'
hist(
x,
same.ylim = TRUE,
ymax = NULL,
rows = round(sqrt(ncol(x$t))),
cols = ceiling(sqrt(ncol(x$t))),
...
)
object, x |
An object of class |
parm |
A number or string that indicates which column of |
level |
Same as |
conf.level |
A level of confidence as a proportion. |
type |
Confidence interval type; types implemented are the "percentile" method, which uses the function quantile to return the appropriate quantiles for the confidence limit specified, the default bca which uses the bias-corrected and accelerated method presented by Efron and Tibshirani (1993, Chapter 14). For the other types, see the documentation for |
plot |
A logical that indicates whether a plot should be constructed. If |
err.col |
A single numeric or character that identifies the color for the error bars on the plot. |
err.lwd |
A single numeric that identifies the line width for the error bars on the plot. |
rows |
A single numeric that contains the number of rows to use on the graphic. |
cols |
A single numeric that contains the number of columns to use on the graphic. |
... |
Additional items to send to functions. See details. |
bo |
The null hypothesized parameter value. |
alt |
A string that indicates the “direction” of the alternative hypothesis. See details. |
FUN |
The function to be applied for the prediction. See the examples. |
digits |
A single numeric that indicates the number of digits for the result. |
same.ylim |
A logical that indicates whether the same limits for the y-axis should be used on each histogram. Defaults to |
ymax |
A single value that sets the maximum y-axis limit for each histogram or a vector of length equal to the number of groups that sets the maximum y-axis limit for each histogram separately. |
col |
A named color for the histogram bars. |
confint
is largely a wrapper for Confint
from car (see its manual page).
predict
applies a user-supplied function to each row of object
and then finds the median and the two quantiles that have the proportion (1-conf.level
)/2 of the bootstrapped predictions below and above. The median is returned as the predicted value and the quantiles are returned as an approximate 100conf.level
% confidence interval for that prediction. Values for the independent variable in FUN
must be a named argument sent in the ... argument (see examples). Note that if other arguments are needed in FUN
besides values for the independent variable, then these are included in the ... argument AFTER the values for the independent variable.
In htest
the “direction” of the alternative hypothesis is identified by a string in the alt=
argument. The strings may be "less"
for a “less than” alternative, "greater"
for a “greater than” alternative, or "two.sided"
for a “not equals” alternative (the DEFAULT). In the one-tailed alternatives the p-value is the proportion of bootstrapped parameter estimates in object$coefboot
that are extreme of the null hypothesized parameter value in bo
. In the two-tailed alternative the p-value is twice the smallest of the proportion of bootstrapped parameter estimates above or below the null hypothesized parameter value in bo
.
If object
is a matrix, then confint
returns a matrix with as many rows as columns (i.e., parameter estimates) in object
and two columns of the quantiles that correspond to the approximate confidence interval. If object
is a vector, then confint
returns a vector with the two quantiles that correspond to the approximate confidence interval.
htest
returns a two-column matrix with the first column containing the hypothesized value sent to this function and the second column containing the corresponding p-value.
hist
constructs histograms of the bootstrapped parameter estimates.
plot
constructs scatterplots of all pairs of bootstrapped parameter estimates.
predict
returns a matrix with one row and three columns, with the first column holding the predicted value (i.e., the median prediction) and the last two columns holding the approximate confidence interval.
Derek H. Ogle, DerekOgle51@gmail.com
S. Weisberg (2005). Applied Linear Regression, third edition. New York: Wiley, Chapters 4 and 11.
Boot
in car.
fnx <- function(days,B1,B2,B3) {
if (length(B1) > 1) {
B2 <- B1[2]
B3 <- B1[3]
B1 <- B1[1]
}
B1/(1+exp(B2+B3*days))
}
nl1 <- nls(cells~fnx(days,B1,B2,B3),data=Ecoli,
start=list(B1=6,B2=7.2,B3=-1.45))
if (require(car)) {
nl1.bootc <- car::Boot(nl1,f=coef,R=99) # R=99 too few to be useful
confint(nl1.bootc,"B1")
confint(nl1.bootc,c(2,3))
confint(nl1.bootc,conf.level=0.90)
confint(nl1.bootc,"B1",plot=TRUE)
htest(nl1.bootc,1,bo=6,alt="less")
htest(nl1.bootc,1,bo=6,alt="less",plot=TRUE)
predict(nl1.bootc,fnx,days=1:3)
predict(nl1.bootc,fnx,days=3)
hist(nl1.bootc)
}
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