Simultaneous confidence intervals based on the percentile bootstrap approach

Micha Mandel, Rebecca A. Betensky

Research output: Contribution to journalArticle

Abstract

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.

Original languageEnglish (US)
Pages (from-to)2158-2165
Number of pages8
JournalComputational Statistics and Data Analysis
Volume52
Issue number4
DOIs
StatePublished - Jan 10 2008

    Fingerprint

Keywords

  • Bonferroni
  • Confidence region
  • Discrete survival curve
  • Multiple sclerosis
  • Normal bound

ASJC Scopus subject areas

  • Statistics and Probability
  • Computational Mathematics
  • Computational Theory and Mathematics
  • Applied Mathematics

Cite this