bootstrapping nlme fits (was boot function)
On Fri, 22 Aug 2003 14:39:28 +0100 (BST)
Prof Brian Ripley <ripley at stats.ox.ac.uk> wrote:
First, this has very little to do with boot: PLEASE use an infromative
subject line. You need to work out how to resample in this situation: are
you resampling subjects or observations? If you are resampling subjects,
you need to create a data frame containing just the resampled subjects and
pass that to nlme.
However, you also need to think if this is valid. If you resample
subjects, you will be fitting subjects twice or more as if they are
independent. I know of no theoretical studies on resampling mixed-effects
models, and urge you to look for such results.
On Fri, 22 Aug 2003, Brunschwig, Hadassa {PDMM~Basel} wrote:
Hadassa - You may want to look at the slightly simpler generalized least squares with correlated observations case. For that I have a bootstrap option in the Design packages's glsD function (which uses the nlme package). There is an option to treat multiply-sampled subjects as if they were different subjects, or to pool them into one larger subject (I think the former is more correct but I haven't gotten very far in this thinking). You can do simulations with glsD to check the performance of the cluster-sampling bootstrap in this situation. I have done limited simulations and bootstrap variance estimates seem to be close to actual values, although not as close as information-matrix-based estimates when the model is true. glsD attempts to implement the cluster bootstrap fairly efficiently, although it does not yet work for the case where an across-time covariance pattern is not assumed. Frank Harrell
I skimmed through the archives and couldnt really find an answer to my question.
It's not an R question.
One thing i dont understand of the description of the function boot() is the second variable for statistics. I have a sample of say 19 subjects out of these, using boot(), i would like to generate say 1000 samples. For these 1000 samples ill calculate an nlme() and ill use these 1000 estimators of a variable to make further calculation.
Whether this is valid most likely depends on what those calculations are.
Now
what i dont understand is where the index should be set. the nlme()
looks like this:
nlme(Concentr~a*(1-exp(Day*(log(0.1,base=exp(1))/exp(logt09))))
,data=data
,fixed=a+logt09~1
,random=a+logt09~1|Subject[ind]
,start=list(fixed=c(a=30,logt09=1)))
My idea was to put the index ( second variable of the statistcs
function)
What that variable means depends on the other arguments to boot, and you haven't told us what those are.
in the subject as i want to generate different samples of subjects. I get the error that the vector ind was not found. I would be happy for any help concerning this problem.
-- Brian D. Ripley, ripley at stats.ox.ac.uk Professor of Applied Statistics, http://www.stats.ox.ac.uk/~ripley/ University of Oxford, Tel: +44 1865 272861 (self) 1 South Parks Road, +44 1865 272866 (PA) Oxford OX1 3TG, UK Fax: +44 1865 272595
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--- Frank E Harrell Jr Prof. of Biostatistics & Statistics Div. of Biostatistics & Epidem. Dept. of Health Evaluation Sciences U. Virginia School of Medicine http://hesweb1.med.virginia.edu/biostat