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multitest
2011 May 03
1
Unexp. behavior from boot with multiple statistics
...use package boot to summarize and compare the performance
of three models. I'm using R 2.13.0 in a Win32 environment.
My statistic function returns a vector of 6 values, 3 of which are error
rates for different models, and 3 are pairwise differences between those
error rates. It looks like:
multiEst<-function(dat,i)
{
....
c(E1,E2,E3,E2-E1,E3-E1,E3-E2);
}
then I call boot (using R=4 for simplicity of description) with:
multiBoot=boot(data,multiEst,R=4)
which gives reasonable results:
Bootstrap Statistics :
original bias std. error
t1* 0.07 0.3775 0.04193249
t2*...