Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
417329 | Computational Statistics & Data Analysis | 2008 | 8 Pages |
Abstract
This note concerns the construction of bootstrap simultaneous confidence intervals (SCI) for mm parameters. Given BB bootstrap samples, we suggest an algorithm with complexity of O(mBlog(B))O(mBlog(B)). We apply our algorithm to construct a confidence region for time dependent probabilities of progression in multiple sclerosis and for coefficients in a logistic regression analysis. Alternative normal based simultaneous confidence intervals are presented and compared to the bootstrap intervals.
Related Topics
Physical Sciences and Engineering
Computer Science
Computational Theory and Mathematics
Authors
Micha Mandel, Rebecca A. Betensky,