perccal-package: Computing Confidence Intervals Via Double Bootstrap...

Description Details Author(s) References

Description

Contains functions which allow the user to compute confidence intervals quickly using the double bootstrap-based percentile calibrated ('perc-cal') method for linear regression coefficients.

Details

Package: perccal
Type: Package
Version: 1.0
Date: 2016-06-14
License: GPL-3

Contains functions which allow users to compute confidence intervals quickly using the double bootstrap-based percentile calibrated ('perc-cal') method for linear regression coefficients.

The help of Justin Bleich is strongly acknowledged.

Author(s)

Daniel McCarthy

Maintainer: Daniel McCarthy <danielmc@wharton.upenn.edu>

References

Efron, Bradley; Tibshirani, Robert J. “An Introduction to the Bootstrap” 1994. Book. Publisher: CRC Press.

McCarthy, Daniel; Zhang, Kai; Berk, Richard; Brown, Lawrence; Buja, Andreas; George, Edward; Zhao, Linda. “Calibrated Percentile Double Bootstrap For Robust Linear Regression Inference” 2016. Available on arXiv: https://arxiv.org/abs/1511.00273


perccal documentation built on May 2, 2019, 1:06 p.m.