Description Usage Arguments Value Author(s) Examples
Obtains a confidence interval and (optionally) performs a hypothesis test for the Pearson correlation, using the BCa bootstrap method.
1 2 3 | boot.cor.bca(x, y, null.hyp = NULL,
alternative = c("two.sided", "less", "greater"),
conf.level = 0.95, type = NULL, R = 9999)
|
x |
a (non-empty) numeric vector of data values. |
y |
a (non-empty) numeric vector of data values. |
null.hyp |
the null-hypothesis value; if omitted, no hypothesis test is performed. |
alternative |
a character string specifying the alternative hypothesis; must be one of "two.sided" (default), "greater", or "less". |
conf.level |
the confidence level (between 0 and 1); default is 0.95. |
type |
a character string specifying the type of CI; if user-supplied, must be one of "two-sided", "upper-bound", or "lower-bound"; defaults to "two-sided" if alternative is "two.sided", "upper-bound" if alternative is "less", and "lower-bound" if alternative is "greater". |
R |
the number of bootstrap replications; default is 9999. |
A list with class "boot.regcor" containing the following components:
Boot.values |
the point estimates (correlations) obtained from the bootstrap. |
Confidence.limits |
the confidence limit(s) for the confidence interval. |
Header |
the main title for the output. |
Variable.1 |
the first variable. |
Variable.2 |
the second variable. |
n |
the sample size. |
Statistic |
the name of the statistic, here correlation. |
Observed |
the observed point estimate (correlation). |
Replications |
the number of bootstrap replications. |
Mean |
the mean of the bootstrap values. |
SE |
the standard deviation of the bootstrap values. |
Bias |
the difference between the mean of the bootstrap values and the observed value. |
Percent.bias |
the percentage bias: 100*|Bias/Observed|. |
Null |
the null-hypothesis value or NULL. |
Alternative |
the alternative hypothesis or NULL. |
P.value |
the P-value or a statement like P < 0.001 or NULL. |
p.value |
the P-value or NULL. |
Level |
the confidence level. |
Type |
the type of confidence interval. |
Confidence.interval |
the confidence interval. |
cor.ana |
a logical; always TRUE for this function. |
Neil A. Weiss
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 | # Lot size, house size, and value for a sample of homes in a particular area.
data("homes")
str(homes)
attach(homes)
# 95% (default) confidence interval for the correlation between lot size and value.
boot.cor.bca(LOT.SIZE, VALUE)
# 95% (default) lower confidence bound for the correlation between house size
# and value, and a right-tailed test with null hypothesis 0.5.
boot.cor.bca(HOUSE.SIZE, VALUE, null.hyp = 0.5, alternative = "greater")
# 90% two-sided confidence interval for the correlation between house size and value,
# a right-tailed test with null hypothesis 0.5, and 999 bootstrap replications.
boot.cor.bca(HOUSE.SIZE, VALUE, null.hyp = 0.5, alternative = "greater",
conf.level = 0.90, type = "two-sided", R = 999)
detach(homes) # clean up
|
Loading required package: boot
Loading required package: simpleboot
Simple Bootstrap Routines (1.1-7)
'data.frame': 44 obs. of 3 variables:
$ HOUSE.SIZE: num 2311 2968 3773 1934 5466 ...
$ LOT.SIZE : num 2.37 2.09 2.21 2.21 2.1 2.06 2.03 2.44 2.14 2.63 ...
$ VALUE : num 396 355 586 254 646 278 279 748 546 338 ...
RESULTS OF BCa BOOTSTRAP FOR CORRELATION
SUMMARY Variable.1 Variable.2 n Statistic Observed
STATISTICS LOT.SIZE VALUE 44 correlation 0.1704518
BOOTSTRAP Replications Mean SE Bias Percent.bias
SUMMARY 9999 0.1747915 0.1360625 0.00434 2.55
CONFIDENCE Level Type Confidence.interval
INTERVAL 95% two-sided (-0.08773, 0.4432)
RESULTS OF BCa BOOTSTRAP FOR CORRELATION
SUMMARY Variable.1 Variable.2 n Statistic Observed
STATISTICS HOUSE.SIZE VALUE 44 correlation 0.6876834
BOOTSTRAP Replications Mean SE Bias Percent.bias
SUMMARY 9999 0.6888204 0.07597736 0.00114 0.166
HYPOTHESIS Null Alternative P.value
TEST 0.5 greater-than 0.0242
CONFIDENCE Level Type Confidence.interval
INTERVAL 95% lower-bound 0.5377 (LCB)
RESULTS OF BCa BOOTSTRAP FOR CORRELATION
SUMMARY Variable.1 Variable.2 n Statistic Observed
STATISTICS HOUSE.SIZE VALUE 44 correlation 0.6876834
BOOTSTRAP Replications Mean SE Bias Percent.bias
SUMMARY 999 0.6866238 0.07809735 -0.00106 0.154
HYPOTHESIS Null Alternative P.value
TEST 0.5 greater-than 0.0252
CONFIDENCE Level Type Confidence.interval
INTERVAL 90% two-sided (0.5443, 0.7937)
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