boot.slope.bca: BCa Bootstrap Test and CI for the Slope of a Population...

Description Usage Arguments Details Value Author(s) Examples

View source: R/boot.slope.bca.R

Description

Obtains a confidence interval and (optionally) performs a hypothesis test for the slope of a population regression line in simple linear regression, using the BCa bootstrap method.

Usage

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boot.slope.bca(x, y, null.hyp = NULL,
               alternative = c("two.sided", "less", "greater"),
               conf.level = 0.95, type = NULL, R = 9999)

Arguments

x

a (non-empty) numeric vector of predictor-variable data values.

y

the corresponding numeric vector of response-variable 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

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.

Details

If null.hyp = 0 and alternative = "two.sided", then the hypothesis test is equivalent to testing whether the predictor variable is useful for making predictions.

Value

A list with class "boot.regcor" containing the following components:

Boot.values

the point estimates for the slope obtained from the bootstrap.

Confidence.limits

the confidence limit(s) for the confidence interval.

Header

the main title for the output.

Variable.1

the predictor variable.

Variable.2

the response variable.

n

the sample size.

Statistic

the name of the statistic, here slope.

Observed

the observed point estimate for the slope.

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 FALSE for this function.

Author(s)

Neil A. Weiss

Examples

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# Lot size, house size, and value for a sample of homes in a particular area.
data("homes")
str(homes)
attach(homes)

# 95% (default) lower confidence bound for the slope of the population regression
# line relating lot size and value, a right-tailed test with null hypothesis 0,
# and 999 bootstrap replications.
boot.slope.bca(LOT.SIZE, VALUE, null.hyp = 0, alternative = "greater", R = 999)

# 90% two-sided confidence interval for the slope of the population regression line
# relating house size and value, a right-tailed test with null hypothesis 0, and
# 999 bootstrap replications.
boot.slope.bca(HOUSE.SIZE, VALUE, null.hyp = 0, alternative = "greater",
conf.level = 0.90, type = "two-sided", R = 999)

detach(homes) # clean up

Example output

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 SLOPE 

    SUMMARY Predictor Response  n Statistic Observed
 STATISTICS  LOT.SIZE    VALUE 44     slope 67.11283

 BOOTSTRAP Replications     Mean       SE Bias Percent.bias
   SUMMARY          999 76.01825 65.69974 8.91         13.3

 HYPOTHESIS Null  Alternative P.value
       TEST    0 greater-than  0.0943

 CONFIDENCE Level        Type Confidence.interval
   INTERVAL   95% lower-bound         -14.3 (LCB)




 RESULTS OF BCa BOOTSTRAP FOR SLOPE 

    SUMMARY  Predictor Response  n Statistic  Observed
 STATISTICS HOUSE.SIZE    VALUE 44     slope 0.1115874

 BOOTSTRAP Replications      Mean         SE     Bias Percent.bias
   SUMMARY          999 0.1125549 0.01493498 0.000968        0.867

 HYPOTHESIS Null  Alternative P.value
       TEST    0 greater-than 0.00119

 CONFIDENCE Level      Type Confidence.interval
   INTERVAL   90% two-sided   (0.08943, 0.1367)

wBoot documentation built on May 1, 2019, 7:31 p.m.