ction id="confidence-intervals" class="level3 unnumbered">
<h3 class="unnumbered anchored" data-anchor-id="confidence-intervals">Confidence intervals</h3>
<p>As usual with Monte Carlo methods, confidence intervals are estimated using quantiles of the draws. That is, if there are <span class="math inline">\(M = 1000\)</span> estimates of <span class="math inline">\(\hat{\alpha}\)</span> in different subsamples, the 2.5% quantile and 97.5% quantile pick out the boundaries of the 95% confidence interval around