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Dear R-experts, Here below, my R code working BUT I get a strange result I was not expecting! Indeed, the?95% percentile bootstrap CIs is (-54.81, -54.81 ). Is anything going wrong? Best, ########################################## Score=c(345,564,467,675,432,346,476,512,567,543,234,435,654,411,356,658,432,345,432,345, 345,456,543,501) ? Country=c("Italy", "Italy",

? Sat, 13 Jan 2024 20:33:47 +0000 (UTC) varin sacha via R-help <r-help at r-project.org> ?????: > coef(lm(Score~ Time + factor(Country)),data=data[idx,]) Wrong place for the data=... argument. You meant to give it to lm(...), but in the end it went to coef(...). Without the data=... argument, the formula passed to lm() picks up the global variables inherited by the func() closure.

Sorry, didn't cc this to the list. -------- Forwarded Message -------- Subject: Re: [R] Strange results : bootrstrp CIs Date: Sat, 13 Jan 2024 17:37:19 -0500 From: Duncan Murdoch <murdoch.duncan at gmail.com> To: varin sacha <varinsacha at yahoo.fr> You can debug things like this by setting options(error = recover). That will drop into the debugger when the error occurs. Examine t.star, r, and re...

On Sat, 13 Jan 2024 17:59:16 -0500 Duncan Murdoch <murdoch.duncan at gmail.com> wrote: <SNIP> > My guess is that one of the bootstrap samples had a different > selection of countries, so factor(Country) had different levels, and > that would really mess things up. > > You'll need to decide how to handle that: If you are trying to > estimate the coefficient for

On 13/01/2024 8:58 p.m., Rolf Turner wrote: > On Sat, 13 Jan 2024 17:59:16 -0500 > Duncan Murdoch <murdoch.duncan at gmail.com> wrote: > > <SNIP> > >> My guess is that one of the bootstrap samples had a different >> selection of countries, so factor(Country) had different levels, and >> that would really mess things up. >> >> You'll

Dear Duncan, Dear Ivan, I really thank you a lot for your response. So, if I correctly understand your answers the problem is coming from this line: coef(lm(Score~ Time + factor(Country)),data=data[idx,]) This line should be: coef(lm(Score~ Time + factor(Country),data=data[idx,])) If yes, now I get an error message (code here below)! So, it still does not work. Error in t.star[r, ] <-

Well, this would seem to work: e <- data.frame(Score = Score , Country = factor(Country) , Time = Time) ncountry <- nlevels(e$Country) func= function(dat,idx) { if(length(unique(dat[idx,'Country'])) < ncountry) NA else coef(lm(Score~ Time + Country,data = dat[idx,])) } B <- boot(e, func, R=1000) boot.ci(B, index=2, type="perc")

It took me a little while to figure this out, but: the problem is that if your resampling leaves out any countries (which is very likely), your model applied to the bootstrapped data will have fewer coefficients than your original model. I tried this: cc <- unique(e$Country) func <- function(data, idx) { coef(lm(Score~ Time + factor(Country, levels =cc),data=data[idx,])) } but lm()