boot.pval: Compute Bootstrap p-values

Description Usage Arguments Details Value References Examples

View source: R/boot.pval.R

Description

Compute bootstrap p-values through confidence interval inversion, as described in Hall (1992) and Thulin (2021).

Usage

1
boot.pval(boot_res, type = "perc", theta_null = 0, pval_precision = NULL, ...)

Arguments

boot_res

An object of class "boot" containing the output of a bootstrap calculation.

type

A vector of character strings representing the type of interval to base the test on. The value should be one of "norm", "basic", "stud", "perc" (the default), and "bca".

theta_null

The value of the parameter under the null hypothesis.

pval_precision

The desired precision for the p-value. The default is 1/R, where R is the number of bootstrap samples in boot_res.

...

Additional arguments passed to boot.ci.

Details

p-values can be computed by inverting the corresponding confidence intervals, as described in Section 12.2 of Thulin (2021) and Section 3.12 in Hall (1992). This function computes p-values in this way from "boot" objects. The approach relies on the fact that:

Value

A bootstrap p-value.

References

\insertRef

hall92boot.pval

\insertRef

thulin21boot.pval

Examples

 1
 2
 3
 4
 5
 6
 7
 8
 9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
# Hypothesis test for the city data
# H0: ratio = 1.4
library(boot)
ratio <- function(d, w) sum(d$x * w)/sum(d$u * w)
city.boot <- boot(city, ratio, R = 99, stype = "w", sim = "ordinary")
boot.pval(city.boot, theta_null = 1.4)

# Studentized test for the two sample difference of means problem
# using the final two series of the gravity data.
diff.means <- function(d, f)
{
  n <- nrow(d)
  gp1 <- 1:table(as.numeric(d$series))[1]
  m1 <- sum(d[gp1,1] * f[gp1])/sum(f[gp1])
  m2 <- sum(d[-gp1,1] * f[-gp1])/sum(f[-gp1])
  ss1 <- sum(d[gp1,1]^2 * f[gp1]) - (m1 *  m1 * sum(f[gp1]))
  ss2 <- sum(d[-gp1,1]^2 * f[-gp1]) - (m2 *  m2 * sum(f[-gp1]))
  c(m1 - m2, (ss1 + ss2)/(sum(f) - 2))
}
grav1 <- gravity[as.numeric(gravity[,2]) >= 7, ]
grav1.boot <- boot(grav1, diff.means, R = 99, stype = "f",
                   strata = grav1[ ,2])
boot.pval(grav1.boot, type = "stud", theta_null = 0)

boot.pval documentation built on Nov. 26, 2021, 1:07 a.m.