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ngreifer / fwb

fwb: Fractional Weighted Bootstrap
https://ngreifer.github.io/fwb/
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Default number of bootstrap replications not consistent #2

Open statzhero opened 1 year ago

statzhero commented 1 year ago

Is there a reason why fwb() sets it to 999 but vcovFWB() sets R = 1000?

ngreifer commented 1 year ago

Actually yes! For the percentile confidence interval to be exact, the number of replications should be 1 less than a multiple of 100. For calculating a variance, this doesn't matter.