Muhammad Kashif <mkashif <at> uaf.edu.pk> writes: > > Dears > Can anyone help me to solve the issue. > > By using" boot" and "boot.ci" package in R we can construct bootstrap confidence intervals. How we > calculate the coverage probability of these intervals.
Calculating coverage probability for any but the simplest cases requires simulations. You need to simulate a particular scenario; for each simulation, use your estimation and confidence-interval calculation procedure; and then score the particular simulation as 1 (estimated CI included the true parameter value) or 0 (true parameter value fell outside the estimated CI). Across a large number of simulations, the proportion of ones is an estimate of the coverage. This is discussed more here: http://ms.mcmaster.ca/~bolker/emdbook/chap5A.pdf ______________________________________________ R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.