Simultaneous confidence intervals based on the percentile bootstrap approach

被引：44
|
作者：
Mandel, Micha [1 ]
Betensky, Rebecca A. [2 ]
机构：
[1] Hebrew Univ Jerusalem, Dept Stat, IL-91905 Jerusalem, Israel
[2] Harvard Univ, Sch Publ Hlth, Cambridge, MA 02138 USA
来源：
COMPUTATIONAL STATISTICS & DATA ANALYSIS | 2008年 / 52卷 / 04期
关键词：
Bonferroni; confidence region; discrete survival curve; multiple sclerosis; normal bound;
D O I：
10.1016/j.csda.2007.07.005
中图分类号：
TP39 [计算机的应用];
学科分类号：
081203 ; 0835 ;
摘要：
This note concerns the construction of bootstrap simultaneous confidence intervals (SCI) for m parameters. Given B bootstrap samples, we suggest an algorithm with complexity of O(mB log(B)). We apply our algorithm to construct a confidence region for time dependent probabilities of progression in multiple sclerosis and for coefficients in a logistic regression analysis. Alternative normal based simultaneous confidence intervals are presented and compared to the bootstrap intervals. (C) 2007 Elsevier B.V. All rights reserved.
引用
收藏
页码：2158 / 2165
页数：8
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