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Describe the bug
Currently, the BCa bootstrap intervals computed by bcai() compute the acceleration parameter from the bootstrap estimates and the mean estimate.
Describe the bug
Currently, the BCa bootstrap intervals computed by
bcai()
compute the acceleration parameter from the bootstrap estimates and the mean estimate.bayestestR/R/bci.R
Line 277 in 603b91d
This isn't consistent with the definition given by https://projecteuclid.org/journals/statistical-science/volume-11/issue-3/Bootstrap-confidence-intervals/10.1214/ss/1032280214.full (equations 6.5, 6.6, 6.7), which computes this parameter based on influence values/leave-one-out/jackknife values for the data points (not bootstrap replicates).
By comparison,
boot::bca.ci()
computes the a parameter using influence functions or jackknife procedures.Thus, the results of
bcai()
are currently not correct, as they are not correctly computing the acceleration parameter.cf. https://stats.stackexchange.com/questions/590257/using-the-bootstrap-estimates-to-compute-the-acceleration-parameter-for-bca-boot
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