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

页码：2158 / 2165

页数：8

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