How to calculate confidence interval using the “bootstrap function” in R

Question

I am trying to calculate the confidence interval in R. Due to some special reasons, I have to do it with the functions in \"bootstrap\" package.(which means I can\'t use th

Answer 1

There are different ways of calculating the CI for the bootstrap estimator (cf. to this Wikipedia article for instance.

The easiest is to tale the 2.5% and 97.5% quantiles from the bootstrapped coefficients (Percentile Bootstrap in the Wikipedia article):

quantile(law.boot$thetastar, c(0.025, 0.975))
#      2.5%     97.5% 
# 0.4528745 0.9454483 

Basic Bootstrap would be calculated as

2 * mean(law.boot$thetastar) - quantile(law.boot$thetastar, c(0.975, 0.025))
#     97.5%      2.5% 
# 0.5567887 1.0493625