Kim Fernandes
2010-Nov-09 21:54 UTC
[R] Bootstrap confidence intervals using bootcov from the rms package
Hello, I am using R.12.2.0. I am trying to generate bootstrap confidence intervals using bootcov from the rms package. I am able to impute the missing data using aregImpute and to perform a linear regression on the imputed datasets using fit.mult.impute, but I am unable to use bootcov to generate the confidence intervals for the R-squared. Here is a small example that should duplicate the error message that I am getting: library(rms) test <- structure(list(a = c(32, 31, 30, 29, NA, 32, 26, 25, 34, 29, 28, 27, 25, 20, 30, 33, 23, 29, 25, 26, 26, 29, 24, 30, 30, 27, 29, 23, 21, 30, 24, 33, 30, 27, 24, NA, 24, 22, 27, 28, 23, 26, 25, 35, 32, 26, 22, 27, 39, 28, 25, 22, 25, 40, 32, 31, 32, 36, 27, 30, 23, 24, 25, 29, 25, NA, 30, 29, 31, 33, 29, 27, 18, 33, 25, 27, 27, 24, 29, 28, 27, 25, 27, 31, 23, 25, 32, 25, 25, 29, 27, 25, 28, 26, 27, 22, 33, 26, 32, 34), b = c(NA, NA, NA, 10, 0, NA, 4, 1, NA, 14, NA, NA, 1, 10, 21, 7, 17, 2, 5, NA, 2, NA, NA, NA, NA, 18, 3, 3, 10, NA, 7, NA, 8, NA, NA, 33, NA, NA, NA, 14, NA, NA, NA, NA, 14, 1, 5, NA, NA, NA, NA, 6, 2, NA, NA, 8, 14, NA, NA, NA, 10, NA, 18, NA, NA, 15, 19, NA, NA, 12, NA, NA, NA, NA, 25, NA, NA, NA, 17, NA, NA, 15, 10, NA, 1, NA, 3, 11, NA, NA, NA, NA, NA, NA, NA, NA, NA, NA, NA, NA)), .Names = c("a", "b"), row.names = c(NA, 100L), class = "data.frame") gm <- aregImpute(formula = ~ a + b, data=test,n.impute=10) ddist=datadist(test) fmi=fit.mult.impute(log(a +1)~ b, ols, xtrans = gm, data test,x=TRUE,y=TRUE) f <- bootcov(fmi,stat='R2') #Error is here; I get the error "Error in stats[b] <- f$stats[stat] : replacement has length zero" quantile(f$boot.stats,probs=c(0.025,0.975)) # I am unable to run this to get the 95% CI for R2. Any help would be greatly appreciated. Thanks so much. Kim [[alternative HTML version deleted]]
Frank Harrell
2010-Nov-10 13:53 UTC
[R] Bootstrap confidence intervals using bootcov from the rms package
Unfortunately, bootcov is not meant to operate on fit objects produced by fit.mult.impute. bootcov "gets there too late" in the process and does not know how to penalize for imputation. Frank ----- Frank Harrell Department of Biostatistics, Vanderbilt University -- View this message in context: http://r.789695.n4.nabble.com/Bootstrap-confidence-intervals-using-bootcov-from-the-rms-package-tp3035194p3036102.html Sent from the R help mailing list archive at Nabble.com.