I have a bootstrap sample of a parameter and I want to calculate the confidence intervals that 'boot.ci' from the R package 'boot' produces: "norm","basic","perc","bca"and "stud; but I do not have an object of class 'boot', I just have the bootstrap sample.

Do you know another package that I could use for this purpose?

Thanks in advance.

  • 1
    $\begingroup$ Of course, percentile intervals are easy to obtain. I just wanted to check a general alternative for the others. $\endgroup$ Mar 4 '12 at 11:46
  • $\begingroup$ @Elvis, thanks. +1 for the open access reference! $\endgroup$ Mar 4 '12 at 12:55
  • $\begingroup$ You can find example computations in R for "norm", "basic", "perc", and "stud" (but not for bca) in this answer. $\endgroup$
    – caracal
    Mar 4 '12 at 17:17

Have a look on Bootstrap Methods for Standard Errors, Confidence Intervals, and Other Measures of Statistical Accuracy (Efron and Tibshirani). All classical methods for bootstrap confidence intervals are described in details and are easy to implement.


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