Message-ID: <loom.20160510T185536-587@post.gmane.org>
Date: 2016-05-10T16:59:57Z
From: Ben Bolker
Subject: Coverage Probability
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