我想通过以下方式获得多个统计数据的引导置信区间boot.ci
功能。这是我的 MWE。
我有两个统计数据out
并想要找到这两个统计数据的引导置信区间。然而,boot.ci
函数仅为第一个统计量 (t1*) 提供引导置信区间,但不为第二个统计量 (t2*) 提供引导置信区间。
set.seed(12345)
df <- rnorm(n=10, mean = 0, sd = 1)
Boot.fun <-
function(data, idx) {
data1 <- sample(data[idx], replace=TRUE)
m1 <- mean(data1)
sd1 <- sd(data1)
out <- cbind(m1, sd1)
return(out)
}
Boot.fun(data = df)
library(boot)
boot.out <- boot(df, Boot.fun, R = 20)
boot.out
RDINARY NONPARAMETRIC BOOTSTRAP
Call:
boot(data = df, statistic = Boot.fun, R = 20)
Bootstrap Statistics :
original bias std. error
t1* -0.4815861 0.3190424 0.2309631
t2* 0.9189246 -0.1998455 0.2499412
boot.ci(boot.out=boot.out, conf = 0.95, type = c("norm", "basic", "perc", "bca"))
BOOTSTRAP CONFIDENCE INTERVAL CALCULATIONS
Based on 20 bootstrap replicates
CALL :
boot.ci(boot.out = boot.out, conf = 0.95, type = c("norm", "basic",
"perc", "bca"))
Intervals :
Level Normal Basic
95% (-1.2533, -0.3479 ) (-1.1547, -0.4790 )
Level Percentile BCa
95% (-0.4842, 0.1916 ) (-0.4842, -0.4629 )
Calculations and Intervals on Original Scale
Warning : Basic Intervals used Extreme Quantiles
Some basic intervals may be unstable
Warning : Percentile Intervals used Extreme Quantiles
Some percentile intervals may be unstable
Warning : BCa Intervals used Extreme Quantiles
Some BCa intervals may be unstable
Warning messages:
1: In norm.inter(t, (1 + c(conf, -conf))/2) :
extreme order statistics used as endpoints
2: In norm.inter(t, alpha) : extreme order statistics used as endpoints
3: In norm.inter(t, adj.alpha) :
extreme order statistics used as endpoints