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?
2 Answers
$\begingroup$
$\endgroup$
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.
#
answered Nov 26, 2016 at 23:08
$\begingroup$
$\endgroup$
BCa is the bias-corrected with acceleration constant method for confidence interval estimation. See my book Bootstrap Methods: A Guide for Practitioners and Researchers, 2nd Edition, Chernick, 2007, or any other major text on bootstrap such as An Introduction to the Bootstrap, by Efron and Tibshirani, 1994.
answered Nov 27, 2016 at 3:59