How to get the confidence interval for bootstrap?

Question

Andi 2021-11-25

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https://ww2.mathworks.cn/matlabcentral/answers/1595754-how-to-get-the-confidence-interval-for-bootstrap

评论： Adam Danz 2024-2-15

HI Everyone,

My data set consists of 185 columns and 53 rows. Each coloumn consists of integeres and NaN enteries. I need to delete only NaN enteries from each column and then run a bootstrap for each coloumn (I am not sure either I did this correctly or not please have a look on the script). However, I only get a single bootstrap value for each column. May someone sugget me how I can get upper and lower bounds for bootstrap.

clc
clear all
clc
u = readmatrix('R_0.01.csv');
s=u';
s=sort(s);
nBoot=2000;
for i=1:185
    bb=s(:,i);
    X = bb(~isnan(bb));
    [bci(:,i),bmeans(:,i)] = bootci(nBoot,{@mean,X},'alpha',.1,'type','per');
    bmu(i,1) = mean(bmeans(:,i)); 
end

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Answer 1

Adam Danz 2021-11-26

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https://ww2.mathworks.cn/matlabcentral/answers/1595754-how-to-get-the-confidence-interval-for-bootstrap#answer_841139

编辑：Adam Danz 2021-11-28

在 MATLAB Online 中打开

Why are you sorting s in s=sort(s)?

There's no need to manually eliminate the NaN values and there's no need to use a loop.

Here's a demo. bci is 2*n for n columns of s showing the [lower; upper] CIs.

u = rand(6,500) .* (1:6)';
s=u';
% s=sort(s);
nBoot=2000;
[bci,bmeans] = bootci(nBoot,{@(v)mean(v,'omitnan'),s},'alpha',.1,'type','per')
bci = 2×6
    0.4915    0.9732    1.4090    1.9137    2.4013    2.9949
    0.5350    1.0559    1.5363    2.0856    2.6109    3.2460
bmeans = 2000×6
    0.5203    1.0467    1.4952    1.9917    2.4646    3.1421
    0.5136    1.0534    1.4801    2.0494    2.5013    3.1802
    0.5008    1.0113    1.4882    2.0149    2.5297    2.9563
    0.5163    1.0236    1.5449    1.9367    2.5298    3.2134
    0.5116    0.9381    1.4810    1.9140    2.4883    3.0335
    0.5150    0.9864    1.5005    2.0132    2.5917    3.1490
    0.5081    1.0345    1.4809    2.0112    2.4609    3.2744
    0.5360    0.9740    1.4648    2.0291    2.5141    2.9913
    0.4948    1.0058    1.4750    2.0584    2.5010    3.0882
    0.5117    1.0126    1.4586    2.0869    2.5427    3.0350
bmu = mean(bmeans)
bmu = 1×6
    0.5131    1.0148    1.4744    1.9976    2.5058    3.1196

Plot CIs to see if they make sense. The red lines within each boxplot show the median values. The light blue error bars are the CIs around the mean values.

clf()

boxplot(s)

hold on

errorbar(1:numel(bmu), bmu, bmu-bci(1,:), bmu-bci(2,:), 'LineStyle', 'none')

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Temesgen 2024-2-15

Thank you for your reply. I have these 5 vectors (my original data). I want to create 5 bootstrape samples and calculate their means and the max. as well as the min. values.