bootstrap_ci: Generating bootstrap confidence intervals.

In glmmboot: Bootstrap Resampling for Mixed Effects and Plain Models

Description

Enter first level estimates and second level estimates, get bootstrap interval, from the pivotal bootstrap t (Efron and Tibshirani 1994, also endorsed by Hesterberg 2015).

Usage

bootstrap_ci(
  base_coef_se = NULL,
  resampled_coef_se = NULL,
  orig_df = NULL,
  alpha_level = 0.05,
  probs = NULL
)

Arguments

base_coef_se	Estimates and SEs from full sample. In matrix form, i.e. a (p+1) x 2 matrix, first column is estimates, second is standard errors. This is the output from using: coef(summary(model_output))[,1:2, drop = FALSE] or coef(summary(model_output))$cond[,1:2, drop = FALSE] if model_output is the output from a random effects model (some may not have cond as the correct pull).
resampled_coef_se	List of estimates and SEs from the bootstrapped resamples, each list entry has the same format as the base_coef_se above.
orig_df	Degrees of freedom to use to calculate the t-values used for the base interval.
alpha_level	level of CI - if you fill in probs, will use those instead
probs	Default NULL, and will use alpha_level to set endpoints. Else will calculate these CI endpoints.

Value

A matrix containing:

• Estimates

• Bootstrap interval endpoints

• Bootstrap p-value

• Base p-value

• Base interval endpoints

• Relative width of bootstrap interval to base

Examples

x <- rnorm(20)
y <- rnorm(20) + x
xy_data = data.frame(x = x, y = y)
first_model <- lm(y ~ x, data = xy_data)
out_list <- bootstrap_model(first_model, base_data = xy_data, 20,
                           return_coefs_instead = TRUE)
bootstrap_ci(out_list$base_coef_se,
             out_list$resampled_coef_se)


  data(test_data)
  library(glmmTMB)
  ## where subj is a random effect
  test_model <- glmmTMB(y ~ x_var1 + (1 | subj),
                        data = test_data, family = binomial)
  output_lists <- bootstrap_model(test_model, base_data = test_data, 199,
                                  return_coefs_instead = TRUE)
  bootstrap_ci(output_lists$base_coef_se,
               output_lists$resampled_coef_se)

glmmboot documentation built on June 28, 2021, 1:05 a.m.