Basic Analysis • Bootstrapping • Statistical Details for Bootstrapping • Bias-Corrected Percentile Intervals
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Bias-Corrected Percentile Intervals
This section describes the calculation of the bias-corrected (BC) confidence intervals that appear in the Bootstrap Confidence Limits report when you run the Distribution script in the Bootstrap Results table. Bias-corrected percentile intervals improve on the ability of percentile intervals in accounting for asymmetry in the bootstrap distribution. See Efron (1981).
Notation
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p* is the proportion of bootstrap samples with an estimate of the statistic of interest that is less than or equal to the original estimate.
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z0 is the p* quantile of a standard normal distribution.
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zα is the α quantile of a standard normal distribution.
Bias-Corrected Confidence Interval Endpoints
The endpoints of a (1 - α) bias-corrected confidence intervals are given by quantiles of the bootstrap distribution:
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The lower endpoint is the quantile.
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The upper endpoint is the quantile.

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Help created on 7/12/2018