Simultaneous confidence intervals based on the percentile bootstrap approach
This note concerns the construction of bootstrap simultaneous confidence intervals (SCI) for m m parameters. Given B B bootstrap samples, we suggest an algorithm with complexity of O(mBlog(B)) O ( mB log ( B ) ) . We apply our algorithm to construct a confidence region for time dependent probabilities of progression in multiple sclerosis and for coefficients in a logistic regression analysis. Alternative normal based simultaneous confidence intervals are presented and compared to the bootstrap intervals.
confidence region multiple sclerosis bonferroni discrete survival curve normal bound