boot vs. bootstrap summary
Dear listers - Thanks to all for the insight and help on defining the statistic term in the boot() function from the boot library in R - it "obviously" differs from the bootstrap function in SPLUS - hence my question about translating the syntax from the SPLUS example to R - but what i did not realize is that the boot library exisits in SPLUS as well. Many thanks to those who took the time to explain the syntax to me... the list, as usual, was most helpful (even for the incesant reminders to try ?boot (how could I have known about the statisitic portion of boot without looking at that?). Prof Ripley suggested reading the help more closely and examples in Venables and Ripley's MASS book which I did not realize covers the boot library as well... my oversight - its page 175 in the 3rd edition for linear models. John Fox suggested his R and S-PLUS Companion which has an on-line appendix on bootstrapping regression models that might be of help. You can find it (and other appendices) at <http://www.socsci.mcmaster.ca/jfox/Books/Companion/appendix.html>. Angelo Cany provided this advice ...statistic must be an R function (not an expression) and must take 2 arguments, the original data and a vector of indices defining the bootstrap replicate. Your second error is that the number of bootstrap replicates does not have a default (deliberately so) and you must specify the number required. Your example could be done as follows assuming that you want row resampling. Let data.model be the original lm fit. bootcoef <- function(data, i, model) { coef(update(model, data=data[i,])) } boot(data.frame, statistic=bootcoef,R=999, model=data.model) And Roger Peng, noting as all others did my confusion (inability to uderstand the ?boot text - hence my post) with the statistic term in boot(), said: I wrote a very simple package for bootstrapping in a few classical situations, including linear models. You can resample rows and residuals. It's available at http://department.stat.ucla.edu/~rpeng/uclaboot. The interface is (in my opinion, of course!) a little easier to use than the boot library. Hope these are of help to others. cheers andrew ---------------------------------------------------------- Dr. Andrew Beckerman Institute of Biological Science University of Stirling Stirling FK9 4LA +44 (0)1786 then wk-467808 fx-464994 (APB is not responsible for anything below this)
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