On Sun, 3 Jan 2010, Adam Carr wrote:
Good Evening R Community:
I believe I understand the basics of using the boot() bootstrap
resampling function in the boot() package. I have not had any
trouble creating a boot.object to which I apply the boot.ci()
function to calculate one or all of the available confidence
intervals.
What I am not sure about is if this set of functions can generate
more than one confidence interval of one or all of the types
available.
I have a large data set (n=133,456) data set from which I would like
to remove random samples of different sizes and then calculate 95%
confidence intervals for the mean, 10% trimmed mean and median. I
would like to determine how often the confidence intervals generated
by boot.ci() contain the mean, 10% trimmed mean and median of the
large data set.
I have looked at some examples for using the boot() and boot.ci()
functions to generate confidence intervals for the intercept and
predictive variables from a regression model, but I do not, or
cannot I suppose, determine how I can generate more than one set of
normal, basic, percentile and BCa confidence intervals using these
two functions.
Well, it can be done easily. Studying the book for which 'boot' is
support software would be a good start, but a hint is to look at the
'index' argument to boot.ci: basically boot() can be called with a
'statistic' which returns a vector, then boot.ci() called on each of
the components of interest. There is an example in MASS (the book) on
pp 225-6.
I am running R version 2.9.2 on an IBM T61 laptop. My OS is Win XP
professional SP 3, and the machine has a 1.99 GHz processor with
2.99 GB of RAM. The version of the boot() package I am running is
1.2-41.
Thanks in advance for taking the time to help me.
Adam
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