Re: [R] bootstrapping in regression

2009-02-02 Thread Greg Snow
; From: r-help-boun...@r-project.org [mailto:r-help-boun...@r- > project.org] On Behalf Of Thomas Mang > Sent: Thursday, January 29, 2009 3:52 PM > To: r-h...@stat.math.ethz.ch > Subject: Re: [R] bootstrapping in regression > > Greg Snow wrote: > > What you are describing

Re: [R] bootstrapping in regression

2009-01-31 Thread David Winsemius
On Jan 31, 2009, at 1:27 PM, Charles C. Berry wrote: On Fri, 30 Jan 2009, Stephan Kolassa wrote: Hi Thomas, Thomas Mang schrieb: I have a question here: I am not sure if I understand your 'fit the full model ... to the permuted data set'. Am I correct to suppose that once the residuals

Re: [R] bootstrapping in regression

2009-01-31 Thread Charles C. Berry
On Fri, 30 Jan 2009, Stephan Kolassa wrote: Hi Thomas, Thomas Mang schrieb: I have a question here: I am not sure if I understand your 'fit the full model ... to the permuted data set'. Am I correct to suppose that once the residuals of the reduced-model fit have been permuted and added ba

Re: [R] bootstrapping in regression

2009-01-30 Thread Stephan Kolassa
Hi Thomas, Thomas Mang schrieb: I have a question here: I am not sure if I understand your 'fit the full model ... to the permuted data set'. Am I correct to suppose that once the residuals of the reduced-model fit have been permuted and added back to the fitted values, the values obtained t

Re: [R] bootstrapping in regression

2009-01-29 Thread Thomas Mang
Greg Snow wrote: What you are describing is actually a permutation test rather than a bootstrap (related concepts but with a subtle but important difference). The way to do a permutation test with multiple x's is to fit the reduced model (use all x's other than x1 if you want to test x1) on th

Re: [R] bootstrapping in regression

2009-01-29 Thread Greg Snow
What you are describing is actually a permutation test rather than a bootstrap (related concepts but with a subtle but important difference). The way to do a permutation test with multiple x's is to fit the reduced model (use all x's other than x1 if you want to test x1) on the original data and

Re: [R] bootstrapping in regression

2009-01-29 Thread Tom Backer Johnsen
Tom Backer Johnsen wrote: Thomas Mang wrote: Hi, Please apologize if my questions sounds somewhat 'stupid' to the trained and experienced statisticians of you. Also I am not sure if I used all terms correctly, if not then corrections are welcome. I have asked myself the following question r

Re: [R] bootstrapping in regression

2009-01-29 Thread Chuck Cleland
On 1/29/2009 11:43 AM, Thomas Mang wrote: > Hi, > > Please apologize if my questions sounds somewhat 'stupid' to the trained > and experienced statisticians of you. Also I am not sure if I used all > terms correctly, if not then corrections are welcome. > > I have asked myself the following quest