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

From   "Carlo Lazzaro" <>
To   <>
Subject   R: st: RE: Bootstrapping Conf Intervals - what do they mean?
Date   Wed, 4 Jun 2008 09:52:51 +0200

Dear Statalisters,

just to add one more (hopefully useful) contribution to this interesting
debate, I take the liberty to refer you to the following:

O’Hagan A, Luce BR. A primer on Bayesian Statistics in Health Economics and
Outcomes Research. Sheffield, UK – Bethesda, USA: MEDTAP International,

The primer is downloadable free of charge from

Kind Regards,

-----Messaggio originale-----
[] Per conto di Maarten buis
Inviato: martedě 3 giugno 2008 23.46
Oggetto: Re: st: RE: Bootstrapping Conf Intervals - what do they mean?

--- 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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