Mandel Micha, Betensky Rebecca A
The Hebrew University of Jerusalem.
Comput Stat Data Anal. 2008 Jan 10;52(4):2158-2165. doi: 10.1016/j.csda.2007.07.005.
This note concerns the construction of bootstrap simultaneous confidence intervals (SCI) for m parameters. Given B bootstrap samples, we suggest an algorithm with complexity of O(mB log(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.
本笔记涉及m个参数的自助法同时置信区间(SCI)的构建。给定B个自助样本,我们提出一种复杂度为O(mB log(B))的算法。我们应用该算法构建了一个置信区域,用于多发性硬化症中随时间变化的进展概率以及逻辑回归分析中的系数。还给出了基于正态分布的替代同时置信区间,并与自助法区间进行了比较。