mc.calc.quantile: Quantile Method for Calculation of Resampling Confidence...

In mcr: Method Comparison Regression

Quantile Method for Calculation of Resampling Confidence Intervals

Description

Calculate bootstrap confidence intervals for intercept, slope or bias given the vector of bootstrap point estimates.

Usage

mc.calc.quantile(Xboot, alpha)

Arguments

Xboot	vector of point estimates for bootstrap samples. The i-th element contains point estimate of the i-th bootstrap sample.
alpha	numeric value specifying the 100(1-alpha)% confidence level for the confidence interval (Default is 0.05).

Value

a list with elements

est	median of bootstrap point estimates Xboot.
CI	confidence interval for point estimate 'est', calculated as quantiles.

References

B. Efron and RJ. Tibshirani (1994) An Introduction to the Bootstrap. Chapman & Hall.

mcr documentation built on Oct. 11, 2023, 5:14 p.m.