boot.slope.per: Percentile Bootstrap Test and CI for the Slope of a...

Description Usage Arguments Details Value Warning Author(s) Examples

View source: R/boot.slope.per.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 percentile bootstrap method.

Usage

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boot.slope.per(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.

Warning

This routine should be used only when bias is small and the sampling distribution is roughly symmetric, as indicated by the output of the bootstrap. Otherwise, use the BCa version.

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.per(LOT.SIZE, VALUE, null.hyp = 0, alternative = "greater", R = 999)
# See the preceding warning!

# 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.per(HOUSE.SIZE, VALUE, null.hyp = 0, alternative = "greater",
conf.level = 0.90, type = "two-sided", R = 999)

detach(homes) # clean up

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