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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?

SRB
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2 Answers2

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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.
#
Ben Bolker
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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.

utobi
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Michael R. Chernick
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