- Notifications
You must be signed in to change notification settings - Fork1
Bootstrap p-values, including convenience functions for regression models.
License
Unknown, MIT licenses found
Licenses found
mthulin/boot.pval
Folders and files
| Name | Name | Last commit message | Last commit date | |
|---|---|---|---|---|
Repository files navigation
This R package provides functions for computing bootstrap p-values based onboot objects, and convenience functions for bootstrap confidence intervals and p-values for various regression models.
To install the package from CRAN:
install.packages("boot.pval")To install the development version from Github:
library(devtools)install_github("mthulin/boot.pval")boot.pval can be used to:
- Obtain p-values and confidence intervals for coefficients of a wide range of regression models.
- Perform one and two-sample bootstrap tests of location, with accompanying confidence intervals.
- Create custom bootstrap tests.
p-values can be computed by inverting the corresponding confidence intervals, as described in Section 14.2 ofThulin (2024) and Section 3.12 inHall (1992). This package contains functions for computing bootstrap p-values in this way. The approach relies on the fact that:
- The p-value of the two-sided test for the parameter theta is the smallest alpha such that theta is not contained in the corresponding 1-alpha confidence interval,
- For a test of the parameter theta with significance level alpha, the set of values of theta that aren't rejected by the two-sided test (when used as the null hypothesis) is a 1-alpha confidence interval for theta.
About
Bootstrap p-values, including convenience functions for regression models.
Topics
Resources
License
Unknown, MIT licenses found
Licenses found
Uh oh!
There was an error while loading.Please reload this page.
Stars
Watchers
Forks
Packages0
Uh oh!
There was an error while loading.Please reload this page.
Contributors2
Uh oh!
There was an error while loading.Please reload this page.
