simconboot: Simultaneous Confidence Interval Estimation using Bootstrap

In Rearrangement: Monotonize Point and Interval Functional Estimates by Rearrangement

Description

simconboot obtains a simultaneous confidence interval for a function. It estimates the lower and upper endpoint functions of the interval by bootstrap.

Usage

simconboot(x,y,estimator,formula,B=200,alpha=0.05,sampsize=length(x),
           seed=8,colInt=c(5:39)/2,...)

Arguments

x	a numerical vector of x values
y	a numerical vector of y values
estimator	estimator to be used in regression
formula	formula to be used in the estimator
B	an integer with the number of bootstrap repetitions
alpha	a real number between 0 and 1 reflecting the desired confidence level
sampsize	an integer with the sample size of each bootstrap repetition
seed	if desired, seed to be set for the random number generator
colInt	the points to be evaluated when ploting
...	further arguments to be passed to the estimator

Details

estimator can be any of a set of standard regression models, most commonly lm or rq (from package quantreg) for global estimators and the built-in functions lclm, lplm, lcrq2, lprq2 for local estimators.

Note: formula=0 for all the local estimators.

Value

An object of class conint with the following elements:

x	the original x data
y	the original y data
sortedx	the original x data, sorted with repeated elements removed
Lower	the lower endpoint function. Represented as a vector of values corresponding to sortedx
Upper	the upper endpoint function. Represented as a vector of values corresponding to sortedx
cef	the corresponding estimates

Author(s)

Wesley Graybill, Mingli Chen, Victor Chernozhukov, Ivan Fernandez-Val, Alfred Galichon

See Also

rconint

Examples

data(GrowthChart)
attach(GrowthChart)

nage <- 2 * pi * (age - min(age)) / (max(age) - min(age))
nages <- unique(sort(nage))
formula <- height~I(sin(nage))+I(cos(nage))+I(sin(2*nage))+I(cos(2*nage))+
            I(sin(3*nage))+I(cos(3*nage))+I(sin(4*nage))+I(cos(4*nage))
j <- simconboot(nage,height,lm,formula)
plot(j, border=NA, col='darkgray',xlab = 'Age (years)',ylab = 'Height (cms)',xaxt = "n")
axis(1, at = seq(-2*pi*min(age)/(max(age)-min(age)), 2*pi+1,
        by=5*2*pi/(max(age)-min(age))), label = seq(0, max(age)+1, by=5))
points(nage,height)
lines(nages, j$cef, lty=2, col='green')

detach(GrowthChart)

Rearrangement documentation built on May 1, 2019, 11:29 p.m.