bca: Bias-corrected and accelerated confidence intervals

Description Usage Arguments Details Value Author(s) References See Also Examples

View source: R/bca.R

Description

This function uses the method proposed by DiCiccio and Efron (1996) to generate confidence intervals that produce more accurate coverage rates when the distribution of bootstrap draws is non-normal. This code is adapted from the BC.CI() function within the mediate function in the mediation package.

Usage

1
bca(theta, conf.level = 0.95)

Arguments

theta

a vector that contains draws of a quantity of interest using bootstrap samples. The length of theta is equal to the number of iterations in the previously-run bootstrap simulation.

conf.level

the level of the desired confidence interval, as a proportion. Defaults to .95 which returns the 95 percent confidence interval.

Details

BC_a confidence intervals are typically calculated using influence statistics from jackknife simulations. For our purposes, however, running jackknife simulation in addition to ordinary bootstrapping is too computationally expensive. This function follows the procedure outlined by DiCiccio and Efron (1996, p. 201) to calculate the bias-correction and acceleration parameters using only the draws from ordinary bootstrapping.

Value

returns a vector of length 2 in which the first element is the lower bound and the second element is the upper bound

Author(s)

Jonathan Kropko <jkropko@virginia.edu> and Jeffrey J. Harden <jharden@nd.edu>, based on the code for the mediate function in the mediation package by Dustin Tingley, Teppei Yamamoto, Kentaro Hirose, Luke Keele, and Kosuke Imai.

References

DiCiccio, T. J. and B. Efron. (1996). Bootstrap Confidence Intervals. Statistical Science. 11(3): 189–212. https://doi.org/10.1214/ss/1032280214

See Also

coxed, bootcov, mediate

Examples

1
2
theta <- rnorm(1000, mean=3, sd=4)
bca(theta, conf.level = .95)

Example output

Loading required package: rms
Loading required package: Hmisc
Loading required package: lattice
Loading required package: survival
Loading required package: Formula
Loading required package: ggplot2

Attaching package:HmiscThe following objects are masked frompackage:base:

    format.pval, units

Loading required package: SparseM

Attaching package:SparseMThe following object is masked frompackage:base:

    backsolve

Loading required package: mgcv
Loading required package: nlme
This is mgcv 1.8-33. For overview type 'help("mgcv-package")'.
[1] -4.742072 10.625582

coxed documentation built on Aug. 2, 2020, 9:07 a.m.