Re: 95% CI of parameter estimate

From: Nick Holford <n.holford@auckland.ac.nz> Subject: Re: 95% CI of parameter estimate Date: Sat, 18 Nov 2000 09:43:09 +1300 Mathew & Ken, Thanks for clarifying the terminology. I much prefer classifications based on names rather than numbers. What I called "Simulation" is indeed what you call a parametric bootstrap. I hope we can drop the Method 1-4 terminology from this and subsequent disucussions of this topic. To recap, I think it would be helpful to use these terms for the 4 methods of evaluating "confidence intervals" I outlined earlier: Parametric Bootstrap Non-parametric Bootstrap Likelihood Profile Asymptotic Standard Error You list several disadvantages of the parametric bootstrap but I am puzzled by the only disadvantage you mention for the non-parametric bootstrap "some expense, perhaps, in knowledge of the data compared to [the parametric boostrap]". What does this mean? Nick -- Nick Holford, Divn Pharmacology & Clinical Pharmacology University of Auckland, 85 Park Rd, Private Bag 92019, Auckland, New Zealand email:n.holford@auckland.ac.nz tel:+64(9)373-7599x6730 fax:373-7556 http://www.phm.auckland.ac.nz/Staff/NHolford/nholford.htm