On Tue, 2007-03-06 at 15:54 +0000, S Ellison wrote: > Small data sets (6-12 values, or a similarly small number of groups) > which don't look nice and symmetric are quite common in my field > (analytical chemistry and biological variants thereof), and often > contain outliers or at least stragglers that I cannot simply discard. > One of the things I occasionally do when I want to see what different > assumptions do to my confidence intervals is to run a quick > nonparametric bootstrap, just to get a feel for how asymmetric the > distribution of any estimates might be. At the moment, I'm also > interested in doing that on some historical data to evaluate some > proposed estimators for interlab studies. > > boot() is pretty good, but it's obvious that with such small sets, > there aren't really many distinct resampled combinations (eg 92378 for > 10 data points). So I'm really resampling from quite a small > population of possible bootstrap samples. Its surely more efficient to > generate all the different (resampled) combinations of the data set, > and use those and their frequencies to get things like the bootstrap > variance exactly. At worst, that'll stop us fooling ourselves into > thinking more replicates will get better info. > > A lengthy dig around R-help and CRAN turned up a blank on generating > distinct combinations with resampling, so I've written a couple of > routines to generate the distinct combinations and their frequencies. > (They work, though I wouldn't guarantee great efficiency). But if a > chemist (me) can think of it, its pretty certain that a statistician > already has. Before I spend hours polishing code, is there already > something out there I've missed? > > Steve Ellison
Steve, The phrase that you seem to be looking for is "permutation test". If you use the following in R: RSiteSearch("{permutation test}", restrict = "functions") that will lead you to some of the functions available. One CRAN package specifically, 'coin', has a permutation framework for a variety of such tests. HTH, Marc Schwartz ______________________________________________ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.