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Suspected error in bca() function

Open stepls opened this issue 2 years ago • 0 comments

Hello there,

after reading DiCiccio and Efron's 1996 paper about the bias-corrected and accelerated bootstrap, I suspect line 51 to be erroneous. U <- (sims - 1) * (mean(theta, na.rm=TRUE) - theta)

In the original paper (equation 6.7), it's not the i-th element in theta that has to be substracted from the mean, but rather the mean of theta when excluding the i-th element. If I am not mistaken, in this specific application, this error leads to the acceleration constant a having the wrong sign.

With kind regards, stepls

stepls avatar Jun 10 '22 19:06 stepls