Re: Confidence intervals of PsN bootstrap output
Hi Norman,
I would suggest you rely on you own calculation, rather than the output from
the R script that is used by PsN (but only trust Excel as far as the back-of-an
Envelop). I would do just like you and include all bs samples in calculating
percentiles. Others prefer only to use a subset, based on termination status.
PsN has it's own mailing list (sourceforge) where you can find out more about
bugs and features of PsN programs.
Best
Jakob
Sent from my iPhone
Quoted reply history
On 5 jul 2011, at 22:16, "Norman Z" <[email protected]> wrote:
> Hello everyone,
>
> I am using PsN to do some bootstrap and have some questions regarding the PsN
> output.
>
> 1. There are two confidence interval (CI) reported in the output file
> "bootstrap_results.csv":
> standard.error.confidence.intervals
> percentile.confidence.intervals
> I wonder which one should be used in the publication or report, and what is
> the difference between them.
>
> 2. When I use excel function
> "=PERCENTILE(T5:T505,5%)" and "=PERCENTILE(T5:T505,95%)" to calculate the 5%
> and 95% percentile of a parameter from the data "raw_results1.csv" the
> result is different from both "standard.error.confidence.intervals" and
> "percentile.confidence.intervals".
> The same happens to the excel function "=MEDIAN(T5:T505)" result and the
> "medians" in the "bootstrap_results.csv".
> Does anyone know why it is the case, and which value I should use?
>
> bootstrap_results.csv
> medians
> 423.5635
> standard.error.confidence.intervals
> 5% 419.73239
> 95% 428.26761
> percentile.confidence.intervals
> 5% 419.56165
> 95% 427.9239
>
> Excel calculation from raw_results1.csv
> Median 423.578
> 5% percentile 419.593
> 95% percentile 427.922
>
> Thanks,
>
> Norman
>