Petr,
Silly stupid me (as usual) - problem resolved! The issue was the one you
correctly identified in your original response, namely the lack of a
-formula=- statement in the call to boot-:
test<-data.frame(A=rnorm(500, mean=2.72, sd=5.36),
size=sample(c(12,20,24,28,32),B=500,prob=c(0.333,0.026,0.026,0.436,0.179),replace=TRUE),
C=sample(c(0,1),size=500,replace=TRUE),
D=sample(c(0,1),size=500,prob=c(0.564,0.436),replace=TRUE))
> bs <- function(formula, data, indices) {+ test <- data[indices,]+ fit
> <- lm(formula, data=mytest)+ return(coef(fit)) + }> results <-
> boot(data=mytest, statistic=bs, R=10000, formula=A~B+C+D+C*D)> results
ORDINARY NONPARAMETRIC BOOTSTRAP
Call:
boot(data = mytest, statistic = bs, R = 10000, formula = margin ~
size + home + europe + home * europe)
Bootstrap Statistics :
original bias std. error
t1* 2.73364409 1.982318e-03 0.80086209
t2* -0.01309856 4.016582e-05 0.02866688
t3* 0.98179182 9.646825e-04 0.60094590
t4* -0.23621474 -2.741595e-03 0.65980066
t5* -0.84600686 2.841870e-03 0.93148085
I don't know how I missed that! Therefore...
> boot.ci(results, type="bca", index=2) # B
BOOTSTRAP CONFIDENCE INTERVAL CALCULATIONS
Based on 10000 bootstrap replicates
CALL : boot.ci(boot.out = results, type = "bca", index = 2)
Intervals :
Level BCa
95% (-0.0706, 0.0425 )
Calculations and Intervals on Original Scale
et cetera.
Many thanks for your help in resolving this!
C
On 14 November 2012 08:17, PIKAL Petr <petr.pi...@precheza.cz> wrote:
> Hi****
>
> Just a copy :-)****
>
> Answers please!****
>
> Anyway, did my answer resolve your issue?****
>
> ** **
>
> Petr****
>
> ** **
>
> *From:* Clive Nicholas [mailto:cliveli...@googlemail.com]
> *Sent:* Wednesday, November 14, 2012 4:07 AM
>
> *To:* PIKAL Petr
> *Cc:* r-help@r-project.org
> *Subject:* Re: [R] Bootstrapping issues****
>
> ** **
>
> Thank you for your answer - I will consult the help file to see if it has
> anything to useful to say by way of a solution - but I don't understand why
> you accused me of shouting. ****
>
> ** **
>
> I merely pasted in the R output which contained the heading of the results
> in block letters: I honestly didn't know that this now constituted
> shouting. I don't believe it does. Unless, of course, you objected to my
> emphasising of certain words _like this_. I rather think you'll find that
> this, too, does not contravene any sort of list 'netiquette' - it's
> commonly found on other listservs - and that perhaps you're being rather
> too sensitive in response. ****
>
> ** **
>
> C****
>
> On 13 November 2012 12:53, PIKAL Petr <petr.pi...@precheza.cz> wrote:****
>
> Hi****
>
> ****
>
> ****
>
> *From:* Clive Nicholas [mailto:cliveli...@googlemail.com]
> *Sent:* Tuesday, November 13, 2012 3:12 AM
> *To:* PIKAL Petr
> *Cc:* r-help@r-project.org
> *Subject:* Re: [R] Bootstrapping issues****
>
> ****
>
> Petr Pikal replied:****
>
> ****
>
> [...]****
>
> ****
>
> > The following works
> >
> > results <- boot(data=test, statistic=bs, R=1000, A~B+C+D+C*D)
> >****
>
> Actually it does not work either****
>
> ****
>
> Correct, but I _did_ get it to work shortly before my initial post (sorry
> for not showing it, but I didn't save the output - silly me). ****
>
> ****
>
> What seems to happen is that I successfully run the version that _does_
> work, which I then follow up with successful calls to
> -plot(results,index=#)- and -boot.ci(results,type="bca",index=#)-, then I
> follow up with the unsuccessful version of the code, which won't run and
> produces the error, but when I go back to run the original code, this too
> produces the same error. This, to me at least, is very weird behaviour for
> R.****
>
> ****
>
>
> > results <- boot(data=test, statistic=bs, R=1000, A~B+C+D+C*D)****
>
> Error in data[indices, ] : incorrect number of dimensions
> >****
>
> I am not sure but I suspect your bs function expects some indices vector
> and it is somehow not in accordance with your data.****
>
> ****
>
> This code, using different simulated data _does_ run, however:****
>
> ****
>
> ****
>
> > mytest<-data.frame(Y=rnorm(500, mean=60, sd=1), X1=sample(c("AAA", "BBB",
> > "CCC", "DDD", "None", NA), size=500, replace=TRUE), X2=sample(c(0.88, 0.99,
> > 1.43, 1.22, 1.1), size=500, replace=TRUE), X3=sample(c("Yes", "No"),
> > size=500, prob=c(0.6,0.4), replace=TRUE))****
>
> ****
>
> ****
>
> ****
>
> > bs <- function(formula, data, indices) {****
>
> + mytest <- data[indices,]****
>
> + fit <- lm(formula, data=mytest)****
>
> + return(coef(fit)) ****
>
> + }****
>
> > results <- boot(data=mytest, statistic=bs, R=1000, formula=Y~X1+X2+X3)****
>
> ****
>
> Hm. Maybe the difference is in using formula. ****
>
> ****
>
> > results <- boot(data=test, statistic=bs, R=1000, A~B+C+D+C*D)****
>
> ****
>
> From help page, the fourth parameter is called sim and shall be character
> vector.****
>
> ****
>
> See below.****
>
> ****
>
> > results <- boot(data=mytest, statistic=bs, R=1000, Y~X1+X2+X3)****
>
> Error in data[indices, ] : incorrect number of dimensions****
>
> > results <- boot(data=mytest, statistic=bs, R=1000, formula=Y~X1+X2+X3)****
>
> > results****
>
> ****
>
> ORDINARY NONPARAMETRIC BOOTSTRAP****
>
> ****
>
> ****
>
> Call:****
>
> boot(data = mytest, statistic = bs, R = 1000, formula = Y ~ X1 + ****
>
> X2 + X3)****
>
> ****
>
> ****
>
> Bootstrap Statistics :****
>
> original bias std. error****
>
> t1* 59.67822240 -0.0060177161 0.29491879****
>
> t2* 0.09745349 0.0004995554 0.15627776****
>
> t3* 0.24210280 -0.0047317673 0.15018019****
>
> t4* -0.03399254 -0.0046603446 0.15884994****
>
> t5* 0.15302117 -0.0038503464 0.14045470****
>
> t6* 0.15040121 0.0074829413 0.24225957****
>
> t7* 0.18454691 -0.0003127565 0.09321305****
>
> > ****
>
> ****
>
> ****
>
> <snip>****
>
> ****
>
> Answers please!****
>
> ****
>
> Do not shout, please. I presented an answer and if you consulted help page
> you could find out what I also found out.****
>
> ****
>
> Regards****
>
> Petr****
>
> ****
>
> Clive Nicholas (clivenicholas.posterous.com
>
> [Please DO NOT mail me personally here, but at <clivenicho...@hotmail.com>.
> Please respond to contributions I make in a list thread here. Thanks!]
>
> "My colleagues in the social sciences talk a great deal about methodology.
> I prefer to call it style." -- Freeman J. Dyson****
>
>
>
> ****
>
> ** **
>
> --
> Clive Nicholas (clivenicholas.posterous.com)
>
> [Please DO NOT mail me personally here, but at <clivenicho...@hotmail.com>.
> Please respond to contributions I make in a list thread here. Thanks!]
>
> "My colleagues in the social sciences talk a great deal about methodology.
> I prefer to call it style." -- Freeman J. Dyson****
>
--
Clive Nicholas (clivenicholas.posterous.com)
[Please DO NOT mail me personally here, but at <clivenicho...@hotmail.com>.
Please respond to contributions I make in a list thread here. Thanks!]
"My colleagues in the social sciences talk a great deal about methodology.
I prefer to call it style." -- Freeman J. Dyson
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