mceBoot {MCE} | R Documentation |
Just like using the bootstrap to mimic multiple samples, the bootstrap can be used to mimic generating multiple sets of stochastic outcomes to estimate the MCE.
mceBoot(data, B, type = "", truth = NULL)
data |
vector. replication reults |
B |
numeric (integer). number of bootstrap replications to use. |
type |
character. type of simulation result of interest including "mean", "SE", "PB" and "RE" for mean, standard error, percent bias and relative efficiency |
truth |
numeric. if type="PB" the true value. |
bootstrap-after-boostrap estimate of MCE
Unlike CLT methods, this method is not limited to simulation-based estimates calculated as a mean
Elizabeth Koehler and Sebastien Haneuse
test <- matrix(rnorm(10000, mean=1)) mceBoot(test, type="PB", B=500, truth=1)