[R] BIG difficulties in Using boot.ci (bot package)

varin sacha varinsacha at yahoo.fr
Fri Apr 10 18:01:20 CEST 2015


Dear R-Experts, 

I am trying to compute the BCa nonparametric bootstrap on regression coefficients. 

Here is the reproducible example :  

GDP.LOG <-c(14,12,13,15.5,16,17,16.5,13.5,12.5,12) 
Quality.score <-c(12,11,13,14,15,16,12,10,9,9) 
Competitivness.score=c(8,6,7,5,6.5,7,8,4.5,6,7) 
fit <- lm(formula = GDP.LOG ~ Quality.score + Competitivness.score) 
confint(fit, level=.95) 
confint.default(fit, level=.95) 
confint(fit,level=.95,type="bca") 

I am not sure but I think that I can not get the nonparametric BCa bootstrap with the confint function. As you can see, I have tried the argument type="bca", I don’t get any error message, but the results don’t change, the results are exactly the same as confint(fit,level=.95). 
As I have understood, the default argument uses normal quantiles and the method for linear models uses T-quantiles instead. 
So, I have checked the boot package and the boot.ci function to calculate the BCa bootstrap on the regression coefficients, but I don’t really understand how to compute the code. 
So, any help from you would be highly appreciated. 

Best,
S



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