Solved – the BCa’s Confidence interval in confint

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?

From ?

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 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:

Rate this post

Leave a Comment