R help - Dec 2007 - Bootstrapping

Dear friends,

I'm interested in obtaining bootstrapped standard errors for a model that
I'm estimating. I do realize that i can use the sample command and do the
bootstrap by hand. But I was hoping somebody can help me on how to use the
"boot" package.

The model is as follows

# Likelihood function
log.like <- function (beta, data1, data2)
{
....
....
}

## Gradient 
grad.like <- function(beta, data1, data2)
{
.....
.....
}

# Dataset
data1 <- cbind(.....)
data2 <- cbind(....)
startval <- rep(0,ncol(data1)+ncol(data2))


# Optimization run

estimate <- est.out <- optim(startval, fn=log.like, gr=grad.like,
method="BFGS", data1=data1, data2=data2, hessian=T,
control=c(fnscale=-1))

params <- estimate$par


Thanks in advance and wishing everybody a happy new year.

Regards

Anup

       
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