adjusted bootstrap confidence intervals (BCa) with parametric bootstrap in boot package
After looking at the boot.ci page I decided to use a boot-object constructed along the lines of an example in Ch 6 of Davison and Hinkley and see whether it generated the errors you observed. I do get a warning but no errors.:
require(boot) lmcoef <- function(data, i){ d <- data[i, ] d.reg <- lm(y~x, d) c(coef(d.reg)) }lmboot <- boot(d, lmcoef, R=999)m1boot.ci(lmboot, index=2) # I am presuming that the interest is in the x-coefficient#----------------------------------BOOTSTRAP CONFIDENCE INTERVAL CALCULATIONSBased on 999 bootstrap replicatesCALL : boot.ci(boot.out = lmboot, index = 2)Intervals : Level Normal Basic 95% (-0.0210, 0.0261 ) (-0.0236, 0.0245 ) Level Percentile BCa 95% (-0.0171, 0.0309 ) (-0.0189, 0.0278 ) Calculations and Intervals on Original ScaleWarning message:In boot.ci(lmboot, index = 2) : bootstrap variances needed for studentized intervals