Good Morning Prof. Ripley:

Thanks very much for the help. I do have the Davison and Hinkley text but I 
continued to struggle with the proper syntax to make iteration work. The MASS 
package is already installed on my machine and I have the manual so I will 
check the example you mentioned.

Thanks again.

Adam




________________________________
From: Prof Brian Ripley <rip...@stats.ox.ac.uk>

Cc: r-help@r-project.org
Sent: Mon, January 4, 2010 1:46:51 AM
Subject: Re: [R] Assistance with boot() Package

On Sun, 3 Jan 2010, Adam Carr wrote:

> Good Evening R Community:
> 
> I believe I understand the basics of using the boot() bootstrap resampling 
> function in the boot() package. I have not had any trouble creating a 
> boot.object to which I apply the boot.ci() function to calculate one or all 
> of the available confidence intervals.
> 
> What I am not sure about is if this set of functions can generate more than 
> one confidence interval of one or all of the types available.
> 
> I have a large data set (n=133,456) data set from which I would like to 
> remove random samples of different sizes and then calculate 95% confidence 
> intervals for the mean, 10% trimmed mean and median. I would like to 
> determine how often the confidence intervals generated by boot.ci() contain 
> the mean, 10% trimmed mean and median of the large data set.
> 
> I have looked at some examples for using the boot() and boot.ci() functions 
> to generate confidence intervals for the intercept and predictive variables 
> from a regression model, but I do not, or cannot I suppose, determine how I 
> can generate more than one set of normal, basic, percentile and BCa 
> confidence intervals using these two functions.

Well, it can be done easily.  Studying the book for which 'boot' is support 
software would be a good start, but a hint is to look at the 'index' argument 
to boot.ci: basically boot() can be called with a 'statistic' which returns a 
vector, then boot.ci() called on each of the components of interest.  There is 
an example in MASS (the book) on pp 225-6.

> I am running R version 2.9.2 on an IBM T61 laptop. My OS is Win XP 
> professional SP 3, and the machine has a 1.99 GHz processor with 2.99 GB of 
> RAM. The version of the boot() package I am running is 1.2-41.
> 
> Thanks in advance for taking the time to help me.
> 
> Adam
> 
> 
> 
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> 
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PLEASE do -- no HTML mail for a start, and please update your R.


-- Brian D. Ripley,                  rip...@stats.ox.ac.uk
Professor of Applied Statistics,  http://www.stats.ox.ac.uk/~ripley/
University of Oxford,            Tel:  +44 1865 272861 (self)
1 South Parks Road,                    +44 1865 272866 (PA)
Oxford OX1 3TG, UK                Fax:  +44 1865 272595



      
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