Sampling in R
When you shuffle the observations independently, you are performing a permutation test (though for this you only need to shuffle one side of the pairs). When you sort the observations you are doing something ridiculous that has no statistical meaning that I know. I'm not very familiar with bootstrap CI's, but I think the idea is to sample the PAIRS of data WITH replacement: http://lmgtfy.com/?q=bootstrap+correlation (first link is to a good overview by David Howell)
On Tue, Apr 21, 2009 at 7:25 AM, Seyit Ali Kayis <s_a_kayis at hotmail.com> wrote:
Dear R users,
I need to do sampling without replacement (bootstraps). I have two variables (Xvar, Yvar).
I have a correlation from original data set cor(Xvar, Yvar)=0.6174221. I am doing 50000 sampling,
and in each sampling ?calculating correlations, saving, sorting and ?getting 95% cutt off point (0.1351877).
I am getting maximum value as 0.3507219 (much smaller than correlation of my original data).
I repeated the sampling a ?couple of time and none of them produced a correlation
coefficient higher than my original data set. However, if I sort out my Xvar and Yvar and
obtain correlation it is 0.9657125 which is much higher than correlation for my original data.
I am doing sampling in another program and getting at least 1% higher correlation than mine.
Now I am getting confused with sampling(random data) in R. My data and codes for the scenario above are below
Xvar<-c(0.1818182,0.5384615,0.5535714,0.4680851,0.4545455,0.4385965,0.5185185,0.4035088,0.4901961,0.3650794,0.462963,0.4,0.56,0.3965517,0.4909091,
? ? ? ?0.4716981,0.4310345,0.2,0.1509434,0.2647059,0.173913,0.1914894,0.1914894,0.1489362,0.1363636,0.2244898,0.2325581,0.1333333,0.1818182,0.1702128,
? ? ? ?0.2173913,0.2380952,0.1632653,0.5614035,0.3396226,0.4909091,0.3770492,0.5,0.5185185,0.5,0.4666667,0.4464286,0.362069,0.4285714,0.4561404,
? ? ? ?0.4736842,0.4545455,0.4166667,0.4181818,0.4590164,0.5166667,0.5423729,0.4833333,0.5454545,0.4393939,0.5172414,0.4098361,0.4745763,0.4754098,
? ? ? ?0.5166667,0.5,0.4603175,0.42,0.4038462,0.4897959,0.3148148,0.3673469,0.4,0.4583333,0.3877551,0.4375,0.4117647,0.4313725,0.5333333,0.3962264,
? ? ? ?0.3548387,0.5272727,0.4137931,0.3928571,0.4666667,0.4210526,0.4363636,0.4545455,0.4310345,0.4237288,0.4814815,0.4912281,0.4333333,0.4,0.4285714,
? ? ? ?0.4516129,0.5090909,0.4464286,0.4642857,0.4166667,0.4098361,0.4909091,0.3809524,0.5272727,0.4814815,0.5254237,0.627451,0.5,0.5471698,0.5454545,
? ? ? ?0.5925926,0.5769231,0.5818182,0.4444444,0.4915254,0.4727273,0.4107143,0.4285714,0.4310345,0.4237288,0.4285714,0.440678,0.4237288,0.4807692,
? ? ? ?0.4150943,0.4615385,0.4107143,0.4814815,0.4074074,0.4210526,0.5263158,0.440678,0.4576271,0.5344828,0.5,0.5636364,0.4677419,0.5,0.5192308,
? ? ? ?0.4642857,0.5090909,0.58,0.4482759,0.5098039,0.4035088,0.4210526,0.5098039,0.4385965,0.5283019,0.5471698,0.625,0.4310345,0.4912281,0.5283019,
? ? ? ?0.4576271,0.5471698,0.4745763,0.4821429)
Yvar<-c(0.2553191,0.4107143,0.5660377,0.3888889,0.3606557,0.2898551,0.3818182,0.4,0.4,0.3278689,0.2903226,0.4074074,0.4181818,0.3,0.2238806,0.3728814,
? ? ? ?0.3709677,0.2307692,0.2830189,0.2244898,0.2142857,0.2131148,0.22,0.2258065,0.2321429,0.2,0.2264151,0.22,0.2115385,0.2459016,0.1166667,0.1785714,
? ? ? ?0.2068966,0.6,0.4285714,0.3134328,0.4461538,0.3965517,0.4769231,0.6181818,0.4827586,0.3709677,0.3965517,0.4821429,0.4545455,0.359375,0.4576271,
? ? ? ?0.4516129,0.5272727,0.4603175,0.4,0.4912281,0.5384615,0.5,0.4516129,0.4126984,0.4655172,0.5263158,0.4925373,0.358209,0.4285714,0.4920635,
? ? ? ?0.4482759,0.3235294,0.4,0.4375,0.440678,0.3898305,0.35,0.4528302,0.58,0.4153846,0.3174603,0.5185185,0.3870968,0.2894737,0.3709677,0.369863,
? ? ? ?0.3676471,0.3636364,0.3088235,0.328125,0.4032258,0.4084507,0.3188406,0.3636364,0.3823529,0.2816901,0.4722222,0.5,0.3521127,0.4393939,0.3787879,
? ? ? ?0.453125,0.4324324,0.4057971,0.4545455,0.4492754,0.5,0.4098361,0.4067797,0.3666667,0.3928571,0.4285714,0.5,0.2923077,0.4561404,0.45,0.5538462,
? ? ? ?0.4626866,0.4057971,0.3676471,0.5322581,0.5428571,0.375,0.4411765,0.4571429,0.4,0.3846154,0.3870968,0.4915254,0.530303,0.4375,0.4918033,0.4179104,
? ? ? ?0.4032258,0.3606557,0.5178571,0.4848485,0.390625,0.375,0.4375,0.3666667,0.4,0.4477612,0.2571429,0.4032258,0.3382353,0.4814815,0.4090909,0.3548387,
? ? ? ?0.4821429,0.5,0.557377,0.4333333,0.5454545,0.4590164,0.3943662,0.5076923,0.5,0.3283582,0.3676471,0.559322)
my.cor<-cor(Xvar, Yvar)
print(my.cor)
nperm<-49999
Perm.Cor<-NULL
for (iperm in 1:nperm) ?{
XvarNew<-sample(Xvar, size=length(Xvar), replace=FALSE)
YvarNew<-sample(Yvar, size=length(Yvar), replace=FALSE)
perm.cor<-cor(XvarNew, YvarNew)
Perm.Cor<-c(Perm.Cor, perm.cor)
? ? ? ? ? ? ? ? ? ? ? ?}
print(max(Perm.Cor))
XvarSorted<-sort(Xvar, decreasing=TRUE)
YvarSorted<-sort(Yvar, decreasing=TRUE)
max.cor<-cor(XvarSorted, YvarSorted)
print(max.cor)
if(mat.cor>0) Perm.Cor.Sorted<-sort(Perm.Cor, decreasing=TRUE)
if(mat.cor<0) Perm.Cor.Sorted<-sort(Perm.Cor, decreasing=FALSE)
T95<-Perm.Cor.Sorted[(nperm+1)*0.05] ? ?# 95% treshold value
T99<-Perm.Cor.Sorted[(nperm+1)*0.01] ? ?# 99% treshold value
I want to understand where I am making a mistake. Any comment is deeply appreciated.
Kind Regards
Seyit Ali
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Dr. Seyit Ali KAYIS
Selcuk University
Faculty of Agriculture
Kampus, Konya, TURKEY
? ? ? ? ? ?s_a_kayis at yahoo.com, ? ?s_a_kayis at hotmail.com
Tell: +90 332 223 2830 ?Mobile: +90 535 587 1139 ?Fax: +90 332 241 0108
? ? ? ? ? ? ? ? ? Greetings from Konya, TURKEY
? ? ? ? ? ? ? ?http://www.ziraat.selcuk.edu.tr/skayis/
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