[R] bootstrapped correlation confint lower than -1 ?

Liviu Andronic landronimirc at gmail.com
Sun Aug 16 18:17:08 CEST 2009


On 8/16/09, Robert A LaBudde <ral at lcfltd.com> wrote:
> The "basic" interval (which you are using by default) is just the usually
> normal distribution interval with the standard error estimated from the
> resampling distribution. It has all the benefits and problems of assuming a
> normal distribution.
You probably refer to the bootstrap "normal" interval, which assumes
the normal distribution. The "basic" and "percentile" intervals seem
to have less restrictive assumptions. (from Rnews_2002-3)

>  If you wish to maintain the domain limits on the correlation, use the
> "percentile" method, which would use the 2.5% and 97.5% quantiles of the
> resampling distribution.
>  Because you clearly have a non-central correlation (-0.8), you would get
> more accurate results with the "BCa" method, which does bias and skew
> correction of the resampling distribution.
Yes. I first considered "percentile", but after reading J. Fox's
appendix on bootstrapping I settled for "BCa".


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