On 1/21/2010 7:45 AM, Tomas Zelinsky wrote:
> Hi all,
>
> I need to estimate S.E. of a certain indicator. The function to compute the
> value of indicator contains two arguments. Can anybody tell me how to do
> it?
>
> Example:
>
> We have data:
> a <- c(1:10)
> b <- c(11:20)
> data <- data.frame(a, b)
>
> Function to compute value of the indicator:
> indicator <- function(X, Y) sum(X)/(sum(Y)*2)
>
> Next I need to do the bootstrapping and estimate mean value of indicator
> and
> its standard error.
>
> If the function (indicator in my case) contained only one argument, there
> would not be a problem, the code would look like:
>
> resamples <- lapply(1:1000, function(i) sample(data, replace = T))
> r.indicator <- sapply(resamples, indicator)
> mean(r.indicator)
> sqrt(var(r.indicator))
>
>
> But in case of function with two arguments it doesn�t work. I tried to
> do it
> like:
> resamples <- lapply(1:1000, function(i) data[sample(1:nrow(data), replace =
> TRUE),])
> r.indicator <- sapply(resamples, indicator)
>
> but it didn't work.
>
>
> Can anybody help?
How about using boot() in package boot? Using your example:
a <- c(1:10)
b <- c(11:20)
DF <- data.frame(a,b)
library(boot)
boot(DF,
statistic = function(d, ind){sum(d$a[ind])/sum(d$b[ind]*2)},
R = 1000)
ORDINARY NONPARAMETRIC BOOTSTRAP
Call:
boot(data = DF, statistic = function(d, ind) {
sum(d$a[ind])/sum(d$b[ind] * 2)
}, R = 1000)
Bootstrap Statistics :
original bias std. error
t1* 0.1774194 -0.001594390 0.01902264
> Thanks a lot.
>
> Tomas
>
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