[R] Boot: Confidence Interval
Prof Brian Ripley
ripley at stats.ox.ac.uk
Mon Dec 19 10:47:31 CET 2011
On 19/12/2011 09:12, Vikram Bahure wrote:
> Dear R users,
> I have a very simple query.
> I am using bootstrap (library(boot)). I want to access the std. error in
> the results and further generate confidence interval(CI) for n no. of
> samples which will give me n values for std. error and CI.
> ORDINARY NONPARAMETRIC BOOTSTRAP
> boot(data = int.inc, statistic = med, R = 1000)
> Bootstrap Statistics :
> original bias std. error
> t1* 9245.998 -0.2855912 43.00874
> It would be very helpful for if you could suggest me how to access std.
> error in bootstrap or generate confidence interval with some other method.
For confidence intervals, see ?boot.ci
For the std.error, read boot:::print.boot, and note that this is just
the standard deviation of the non-NA samples.
Note that 'boot' is support software for a book: please consult it if
you need any further help.
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Brian D. Ripley, ripley at stats.ox.ac.uk
Professor of Applied Statistics, http://www.stats.ox.ac.uk/~ripley/
University of Oxford, Tel: +44 1865 272861 (self)
1 South Parks Road, +44 1865 272866 (PA)
Oxford OX1 3TG, UK Fax: +44 1865 272595
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