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Re: st: RE: Bootstrapping Conf Intervals - what do they mean?

From   Maarten buis <>
Subject   Re: st: RE: Bootstrapping Conf Intervals - what do they mean?
Date   Tue, 3 Jun 2008 22:45:55 +0100 (BST)

--- Salah Mahmud <> wrote:

> JV wrote:
> "A 95% frequentist confidence interval says that 95% of such
> intervals you gather will cover the true, fixed parameter"
> If I understood you correctly, u are saying if one would repeat the
> experiment 10000 times, 95% of these experiments would result in a
> confidence interval that covers the unknown population estimate. I
> could be missing something, but that does not seem to say much about
> the current confidence interval: the one calculated from this data.
> How likely that THIS confidence interval covers the true estimate?

There is no way of knowing (as long as you are not a Bayesian). You use
a method that is right most of the time, and that is why you are
confident, so the confidense refers to the confidense you have in the
method rather then in the individual results. 

-- Maarten

Maarten L. Buis
Department of Social Research Methodology
Vrije Universiteit Amsterdam
Boelelaan 1081
1081 HV Amsterdam
The Netherlands

visiting address:
Buitenveldertselaan 3 (Metropolitan), room Z434

+31 20 5986715

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