The help page ?boot.ci says
Variance estimates are required for studentized intervals.
^^^^^^^^
(and the warning you got repeated the point).
Package 'boot' is support software for a book by Davison & Hinkley
which explains how to used boot.ci() for studentized examples and has
several examples. You will need to study it for further elucidation.
On Fri, 12 Jun 2009, Van Wyk, Jaap wrote:
I am trying to find studentized bootstrap intervals for the skewness of a data
set. I have tried the following (nerve.dat is a set of data containing
observations on one variable) (using Windows XP):
x <- scan("e:/Flashbackup2009/Nonparametrics/nerve.dat")
n <- length(x)
library(e1071)
skewness(x)
library(boot)
sampleskew <- function(x,d) {return(skewness(x[d]))}
bb <- boot(x,sampleskew,R=1000)
boot.ci(bb)
This gives four intervals (Normal, Basic, Percentile, BCa)
But gives the following warning message:
Warning message:
In boot.ci(bb, type = "all") :
bootstrap variances needed for studentized intervals
The questions is: Why does the function not provide the bootstrap
variances (or estimates thereof) for computing the studentized
intervals? Another question: How then can I compute the studentized
intervals without physically doing a double bootstrap. Does the
function use a "nonparametric delta mathod"?
Any help is much appreciated. I have probably overlooked something?
Thank you.
Jacob
Jacob L van Wyk, Dept. of Statistics, University of Johannesburg (APK),
Box 524, Auckland Park, 2006.
Office: +27 11 559 3080, Fax: +27 11 559 2499
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Brian D. Ripley, rip...@stats.ox.ac.uk
Professor of Applied Statistics, http://www.stats.ox.ac.uk/~ripley/
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