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The Confidence Interval that Wasn't: Bootstrapped "Confidence Intervals" in L1-Regularized Partial Correlation Networks
[post]
2021
unpublished
I shed much needed light upon the default measure of parameter uncertainty in network psychometrics; that is, "confidence intervals" (CI) computed from bootstrapping $\ell_1$-regularized partial correlations. Due to the nature of the $\ell_1$-penalty, however, bootstrapping does not provide an accurate sampling distribution. Although this has long been known in the statistical literature, I set out to determine whether the intervals can at least be considered \emph{approximate}. In multiple
doi:10.31234/osf.io/kjh2f
fatcat:woqpsnpb6ncvvjfk2u5hpzcm2i