Statalist


[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

RE: st: can't reproduce bootstrap confidence intervals


From   "James Shaw" <shawjw@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   RE: st: can't reproduce bootstrap confidence intervals
Date   Tue, 18 Sep 2007 07:27:47 -0500

I ran into this problem myself.  It appears that -bootstrap- uses
-_pctile- (a built-in programmer command) to calculate the percentiles
used to define the limits of the bootstrap percentile and
bias-corrected percentile confidence intervals.  By default, -_pctile-
uses a different means from -centile- to calculate the percentiles.
If you type


. _pctile bs1, p(2.5 97.5)
. return li


instead of


. centile bs1, centile(.025, .975)


then you should be able to reproduce the bootstrap bias-corrected
limits.  Conversely, typing


. _pctile bs1, p(2.5 97.5) altdef


should yield the same percentiles as -centile-.

What I cannot tell you is whether the default -pctile- method or the
-centile- method is more compatible with Efron's confidence interval
estimation procedure or whether it makes any real difference which
percentile method is used.

--
Jim


James W. Shaw, Ph.D., Pharm.D., M.P.H.
Assistant Professor
Department of Pharmacy Administration
College of Pharmacy
University of Illinois at Chicago
833 South Wood Street, M/C 871, Room 252
Chicago, IL 60612
*
*   For searches and help try:
*   http://www.stata.com/support/faqs/res/findit.html
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/



© Copyright 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index