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R 语言经典实例(原书第 2 版)
book

R 语言经典实例(原书第 2 版)

by J.D. Long, Paul Teetor
June 2020
Beginner to intermediate
522 pages
9h 6m
Chinese
China Machine Press
Content preview from R 语言经典实例(原书第 2 版)
404
13
#> Intervals :
#> Level Percentile BCa
#> 95% ( 1.07, 1.99 ) ( 1.09, 2.05 )
#> Calculations and Intervals on Original Scale
在这里,我们通过设置参数 type = c("perc", "bca") 来选择两个算法,百分位
数算法和 BCa 算法。由此产生的两个估算值显示在其算法名称底部。关于其他算法,请
参阅 boot.ci 函数的帮助页面。
注意,这两种算法给出的置信区间略有不同:(1.0681.992 )与(1.0862.050 )。
令人不安,然而这是使用两种不同算法带来的不可避免的结果。我们不知道如何决定哪
个结果更好。如果选择一种最好的方法对你很重要的话,建议研究相关文档并理解算法
的差异。与此同时,我们能给出的最好建议是,保守地选择最小的下限和最大的上限。
在本例中,那将是区间(1.0682.050 )。
默认情况下,boot.ci 函数估计 95% 置信区间。你可以通过 conf 参数进行更改,如下所示:
boot.ci(reps, type = c("perc", "bca"), conf = 0.90)
13.8.4 另请参阅
有关斜率计算,请参阅 13.4 节。关于 Bootstrap 算法的详细教程,可以参考 Bradley
Efron Robert Tib-shirani
An Introduction to Bootstrap ...
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ISBN: 9787111656814