On Sep 22, 2010, at 12:24 PM, alfredo wrote:
Hi There,
Just a question regarding the function that is specified to boot (I
have
read the help, the manual and online examples.........). The
description of
boot says that the second argument of "statistic" (non parametric
bootstrap)
must be a vector of indices, frequencies or weights which define the
bootstrap sample. If what I will be bootstrapping is e.g., the mean
of a
vector of length N and I want each observation in the vector to be
given
equal weight, should the second argument be a vector containing "N"
1's?
In the simple case (sample of size N done with replacement) the vector
will be indices, N in number, and a table operation on that set of
indices lined up against the original 1:N will show some 0 counts,
mostly 1's, a few 2's and progressively fewer 3's, 4's, etc. You do
not need to construct that vector. That is the task for which boot was
constructed. The ran.gen function is given that responsibility. Your
responsibility is to create a function that can accept data and the
vector of indices.
You can get a "look" at the process by instead tabulating the indices
from the $t value on one replication.
# The normal call.
> table(boot(1:100, function(x,i){mean(x[i])}, R=1)$t)
# just one value per replication
49.82
1
#The non-statistical illustration:
> table(boot(1:100, function(x,i){I(i)}, R=1)$t)
1 3 4 5 7 8 9 10 11 12 13 14 15 16 20 22 23
25 26 28 32 33
3 1 1 3 2 2 1 1 1 2 1 1 3 1 3 2 1
3 1 2 1 2
35 39 40 41 42 45 49 50 51 52 53 54 55 56 57 58 59
60 62 63 64 65
1 3 1 1 2 2 2 1 1 1 1 1 2 1 1 2 1
1 1 2 1 1
68 70 71 72 73 77 79 80 81 82 83 86 87 89 92 94 95
96 97 98 99 100
1 1 2 1 2 1 2 1 2 1 1 2 2 3 1 2 1
1 1 1 2 1
--
David.
Thanks beforehand for your help.
Best,
A
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