Simultaneous Confidence Intervals Based on the Percentile Bootstrap Approach.
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.
Mandel
Micha
M
The Hebrew University of Jerusalem.
Betensky
Rebecca A
RA