I can not find any documentation on the type="bca" for the R command confint used to find confidence intervals. I am using this function to find the confidence interval of a bootstrap model. I know there are normal CI, percentile, and pivotal. Does the bca correspond to pivotal or something else?
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From ?boot::boot.ci:
bca: The intervals calculated using the adjusted bootstrap percentile (BCa) method.
See references therein, particularly Davison and Hinkley.
The code that actually does this is in the (hidden) function boot:::bca.ci. The comments in the source code (here say:
# # Adjusted Percentile (BCa) Confidence interval method. This method # uses quantities calculated from the empirical influence values to # improve on the precentile interval. Usually the required order # statistics for this method will not be integers and so norm.inter # is used to find them. # Similar Posts:
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