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Bootstrap coefficients / upper and lower bounds #52

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beallen opened this issue Apr 15, 2020 · 1 comment
Open

Bootstrap coefficients / upper and lower bounds #52

beallen opened this issue Apr 15, 2020 · 1 comment

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@beallen
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beallen commented Apr 15, 2020

Adding either the complete set of bootstrapped coefficients or the upper and lower bounds to help scenario modeling.

@psolymos
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There is covariation among the estimates, so using the full bootstrap distribution is better (try predicting based on CIs of a linear model of y=a+b*x, it will be a funnel). It also gives a handle on uncertainty in the predictions by looking at quantiles of the 100 runs.

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