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Re: st: can't reproduce bootstrap confidence intervals

From   "James Shaw" <[email protected]>
To   [email protected]
Subject   Re: st: can't reproduce bootstrap confidence intervals
Date   Tue, 18 Sep 2007 12:41:46 -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.


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
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