Good afternoon,
Here below my reproducible R code. I don't get any results. I am looking for
MSE_fastMM value and the bootstrap CIs around MSE_fastMM value. How can I
finish/correct my R code to get the results ?
Many thanks for your help.
####################
install.packages( "robustbase",dependencies=TRUE )
install.packages( "boot",dependencies=TRUE )
library(boot)
library(robustbase)
my.experiment <- function() {{
n<-2000
b<-runif(n, 0, 5)
z <- rnorm(n, 2, 3)
a <- runif(n, 0, 5)
y_model<- 0.1*b - 0.5 * z - a + 10
y_obs <- y_model +c( rnorm(n*0.9, 0, 0.1), rnorm(n*0.1, 0, 0.5) )
fastMM <- lmrob( y_obs ~ b+z+a)
MSE_fastMM<-mean((fastMM$fitted.values - y_model)^2)
return( c(MSE_fastMM) )
}
my.data = t(replicate( 50, my.experiment() ))
colnames(my.data) <- c("MSE_fastMM")
summary(my.data)
data <- data.frame(a, z, b, y_obs)
boot.ci.type <- c("norm","basic", "perc")
MSE_fastMM <- function(data,i) {
boot.MM <- lmrob(y_obs~b+z+a,data=data[i,])
mean(boot.MM$residuals^2)
}
bootResults_MM <-boot(data=data, statistic=MSE_fastMM, R=100)
boot.ci(bootResults_MM, type = boot.ci.type)
}
###############################
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