Hi, all.
I just updated my Google Drive with syntax for jackknifing and bootstrapping a correlation. Again, it produces results for the jackknife and 7 bootstrap solutions. There is no Bayesian bootstrap solution for the correlation, at least one that I could find. I'd be happy to implement it if you can point me in the right direction, but I think because the Bayesian approach uses the posterior probabilities rather than raw data, the solution is still a long way off. Graphs of both the jackknife and bootstrap distributions are also produced. I used the standard recommended approach to computing the mean for correlations, converting first the jackknife/bootstrap results using Fisher's z-transformation, computing the mean, and then using the inverse z-transform for the final solution. I've also, based on some work by DiCiccio and Efron, included both the length and the right-left asymmetry of the confidence interval.
Here's the link again. Happy computing.
Brian
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Thanks Brian Will WMB & Associates Statistical Services ============ mailto: [hidden email] http://home.earthlink.net/~z_statman ============ > On 6/12/2018 11:14:39 AM, Dates, Brian ([hidden email]) wrote: > |
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