bootstrap question
You are using the boot function incorrectly. This is taken from the
help page:
statistic: A function which when applied to data returns a vector
containing the statistic(s) of interest. When
`sim="parametric"', the first argument to `statistic' must be
the data. For each replicate a simulated dataset returned by
`ran.gen' will be passed. In all other cases `statistic'
must take at least two arguments. The first argument passed
^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^
will always be the original data. The second will be a vector
of indices, frequencies or weights which define the bootstrap
sample.
The default is nonparametric bootstrap (sim = "ordinary"), so you need
to specify a function with TWO arguments. Try
x <- rnorm(100)
boot(x, function(x, i) mean(x[i]), R = 1000)$t
-roger
Erin Hodgess wrote:
Dear r People I have a bootstrap question, please. (this may possibly be a problem with my understanding of the bootstrap) Suppose I have a sample of size 15, x[1], ...x[15]. This is a sample which is small compared to the population. by the way, the x[i] are iid and have a common distribution F. As I understand the bootstrap, that function will take a user specified number of repititions. In each repitition, each element x[i] has an equal chance of selection. Suppose I want to estimate the mean. In each rep, a new sample is generated. the mean is calculated in each rep. I would like to see those means. If I use the boot command, boot(x,mean,R=40)$t I thought that I would obtain 40 different values. However, those $t values are all the same. what am I doing wrong, please? thanks yet again! sincerely, Erin Hodgess mailto: hodgess at uhddx01.dt.uh.edu
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