Question:
How can I get access to the bias value of a boot statistic?
Details:
Boot function:
boot(data, statistic, R, sim="ordinary", stype="i",
strata=rep(1,n), L=NULL, m=0, weights=NULL,
ran.gen=function(d, p) d, mle=NULL, ...)
When I create an object, containing the bootstrap statistic (object <- boot
(....))I can call it and will get an output with t, bias and standarderror as
follows:
Bootstrap Statistics :
original bias std. error
t1* 5.65 0.01 0.9134185
My question is now, where is the value of the bias stored? How can I get access
to this value to do further caluculations?
Thanks,
K. St.
On Wed, 23 Feb 2005, K. Steinmann wrote:> Question: > How can I get access to the bias value of a boot statistic? > > Details: > Boot function: > boot(data, statistic, R, sim="ordinary", stype="i", > strata=rep(1,n), L=NULL, m=0, weights=NULL, > ran.gen=function(d, p) d, mle=NULL, ...) > > When I create an object, containing the bootstrap statistic (object <- boot > (....))I can call it and will get an output with t, bias and standarderror as > follows: > Bootstrap Statistics : > original bias std. error > t1* 5.65 0.01 0.9134185 > > My question is now, where is the value of the bias stored? How can I get access > to this value to do further caluculations?apply(object, 2, mean, na.rm = TRUE) - boot.out$t0[1] in your case. I read that from getS3method("print", "boot") -- Brian D. Ripley, ripley at stats.ox.ac.uk Professor of Applied Statistics, http://www.stats.ox.ac.uk/~ripley/ University of Oxford, Tel: +44 1865 272861 (self) 1 South Parks Road, +44 1865 272866 (PA) Oxford OX1 3TG, UK Fax: +44 1865 272595
On Wed, 23 Feb 2005 11:42:05 +0100 K. Steinmann wrote:> Question: > How can I get access to the bias value of a boot statistic? > > Details: > Boot function: > boot(data, statistic, R, sim="ordinary", stype="i", > strata=rep(1,n), L=NULL, m=0, weights=NULL, > ran.gen=function(d, p) d, mle=NULL, ...) > > When I create an object, containing the bootstrap statistic (object <- > boot(....))I can call it and will get an output with t, bias and > standarderror as follows: > Bootstrap Statistics : > original bias std. error > t1* 5.65 0.01 0.9134185 > > My question is now, where is the value of the bias stored? How can I > get access to this value to do further caluculations?In the univariate case, it's simply mean(object$t - object$t0) hth, Z> Thanks, > K. St. > > ______________________________________________ > R-help at stat.math.ethz.ch mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide! > http://www.R-project.org/posting-guide.html >
The bias and standard error are calculated in the print.boot function and are not saved anywhere. It is very easy to calculate, however, as the mean of the replicate statistics minus the original statistic. apply(boot.out$t,2,mean)-boot.out$t0 HTH, Angelo On Wed, 23 Feb 2005, K. Steinmann wrote:> Question: > How can I get access to the bias value of a boot statistic? > > Details: > Boot function: > boot(data, statistic, R, sim="ordinary", stype="i", > strata=rep(1,n), L=NULL, m=0, weights=NULL, > ran.gen=function(d, p) d, mle=NULL, ...) > > When I create an object, containing the bootstrap statistic (object <- boot > (....))I can call it and will get an output with t, bias and standarderror as > follows: > Bootstrap Statistics : > original bias std. error > t1* 5.65 0.01 0.9134185 > > My question is now, where is the value of the bias stored? How can I get access > to this value to do further caluculations? > > Thanks, > K. St. > > ______________________________________________ > R-help at stat.math.ethz.ch mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html >-- ------------------------------------------------------------------ | 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 |