Dear All, Anyone has some idea how to implement 632 estimator and leave-one out bootstraping method by using boot package. I know the bootstrap package has this function, but it sounds not very flexible for my project. Thanks, Jim
Bootstrapping does not leave one out. As for .632 this is implemented in the rms package's validate and calibrate functions. Note however that any claimed advantages of .632 over the ordinary optimism bootstrap seem to be a result only of the use of a discontinuous improper scoring role (proportion classified correctly). The advantage may vanish when better scoring rules are used. Simulations showing this may be found at http://biostat.mc.vanderbilt.edu/rms Frank Jin Minming wrote> > Dear All, > > Anyone has some idea how to implement 632 estimator and leave-one out > bootstraping method by using boot package. I know the bootstrap package > has this function, but it sounds not very flexible for my project. > > Thanks, > > Jim > > ______________________________________________ > R-help@ mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide > http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code. >----- Frank Harrell Department of Biostatistics, Vanderbilt University -- View this message in context: http://r.789695.n4.nabble.com/632-estimator-using-boot-package-tp4446720p4446736.html Sent from the R help mailing list archive at Nabble.com.
There is an example of calculating the 0.632 prediction error estimator in Chapter 6 of Davison & Hinkley (Practical 6.5) I'm not sure what you mean by leave-one-out bootstrapping. If you actually mean the jackknife then look at the empinf function. If you mean subsampling, this can be implemented using type="parametric" and supplying your own function which takes the data and returns a bootstrap sample. Angelo Canty Jin Minming wrote:> Dear All, > > Anyone has some idea how to implement 632 estimator and leave-one out bootstraping method by using boot package. I know the bootstrap package has this function, but it sounds not very flexible for my project. > > Thanks, > > Jim > > ______________________________________________ > R-help at r-project.org mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code. >-- ------------------------------------------------------------------ | Angelo J. Canty Email: cantya at mcmaster.ca | | Mathematics and Statistics Phone: (905) 525-9140 x 27079 | | McMaster University Fax : (905) 522-0935 | | 1280 Main St. W. | | Hamilton ON L8S 4K1 |