[R] bootstraping lm
Hi
I'm doing a bootstrap of a linear model using:
boot.fishpower - function(data, i){
data - data[i,]
fplm - lm(log(U)~Q+S+P+B+D, data=data)
fp - coef(fplm)
exp(fp)
}
boot(logglm.data,boot.fishpower,100)
Error in [-(*tmp*, r, , value = statistic(data, i[r, ], ...)) :
number of items to replace is not a multiple of replacement
length
I've used debug to look at the process and it seems ok. The i are
allways of the same length as the dataframe rows. And it loops for a
while, but at some point it stops and gives this error ...
Can someone help me with this ?
Thanks
EJ
--
Ernesto Jardim [EMAIL PROTECTED]
Marine Biologist
Research Institute for Agriculture and Fisheries
Lisboa, Portugal
Tel: +351 213 027 000
Fax: +351 213 015 948
__
[EMAIL PROTECTED] mailing list
http://www.stat.math.ethz.ch/mailman/listinfo/r-help
Re: [R] bootstraping lm
Hi
I found the problem (I hope:).
In boot a data.frame with the expected results from statistic is
created, t.star, wich has dim[[1]]=sum(R), the number of replicates,
and dim[[2]]=lt0, the length of the output of statistic using the
original data.
t0 - statistic(data, original, ...)
lt0 - length(t0)
t.star - matrix(NA, sum(R), lt0)
However when fitting the lm with different sets of data, it might
happen that the result of statistic is not of the same length has with
the original data. That's when
for (r in 1:sum(R)) t.star[r, ] - statistic(data, i[r,], ...)
fails, because its not able to replace the complete row of t.star.
So statistic shall guarantee that all the outputs are of the same
length.
Something you might want to had to boot documentation.
Regards
EJ
On Thu, 2003-01-16 at 12:44, Ernesto Jardim wrote:
Hi
I'm doing a bootstrap of a linear model using:
boot.fishpower - function(data, i){
data - data[i,]
fplm - lm(log(U)~Q+S+P+B+D, data=data)
fp - coef(fplm)
exp(fp)
}
boot(logglm.data,boot.fishpower,100)
Error in [-(*tmp*, r, , value = statistic(data, i[r, ], ...)) :
number of items to replace is not a multiple of replacement
length
I've used debug to look at the process and it seems ok. The i are
allways of the same length as the dataframe rows. And it loops for a
while, but at some point it stops and gives this error ...
Can someone help me with this ?
Thanks
EJ
--
Ernesto Jardim [EMAIL PROTECTED]
Marine Biologist
Research Institute for Agriculture and Fisheries
Lisboa, Portugal
Tel: +351 213 027 000
Fax: +351 213 015 948
__
[EMAIL PROTECTED] mailing list
http://www.stat.math.ethz.ch/mailman/listinfo/r-help
Re: [R] bootstraping lm
That's not a problem in boot, but a problem in your usage of it. On 16 Jan 2003, Ernesto Jardim wrote: Hi I found the problem (I hope:). In boot a data.frame with the expected results from statistic is created, t.star, wich has dim[[1]]=sum(R), the number of replicates, and dim[[2]]=lt0, the length of the output of statistic using the original data. t0 - statistic(data, original, ...) lt0 - length(t0) t.star - matrix(NA, sum(R), lt0) However when fitting the lm with different sets of data, it might happen that the result of statistic is not of the same length has with the original data. That's when for (r in 1:sum(R)) t.star[r, ] - statistic(data, i[r,], ...) fails, because its not able to replace the complete row of t.star. So statistic shall guarantee that all the outputs are of the same length. Something you might want to had to boot documentation. It's already there: statistic: A function which when applied to data returns a vector containing the statistic(s) of interest. t: A matrix with `R' rows each of which is a bootstrap replicate of `statistic'. Where does it say that the statistic(s) of interest can change by replicate? -- Brian D. Ripley, [EMAIL PROTECTED] 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, UKFax: +44 1865 272595 __ [EMAIL PROTECTED] mailing list http://www.stat.math.ethz.ch/mailman/listinfo/r-help
Re: [R] bootstraping lm
Hi You're correct. The problem is in statistic not in boot. However it is not clear for me that the definition of t states it must have allways the same number of dimensions. What it says is that it will be a bootstrap replicate of statistic. In my linear model I use factors and the number of coefficients might change, if the bootstrap data set omits one or more levels. My understandment is that the result of statistic is still a bootstrap replicate no matter the number of dimensions. Anyway, thanks for being helpfull. Regards EJ On Thu, 2003-01-16 at 15:02, [EMAIL PROTECTED] wrote: That's not a problem in boot, but a problem in your usage of it. On 16 Jan 2003, Ernesto Jardim wrote: Hi I found the problem (I hope:). In boot a data.frame with the expected results from statistic is created, t.star, wich has dim[[1]]=sum(R), the number of replicates, and dim[[2]]=lt0, the length of the output of statistic using the original data. t0 - statistic(data, original, ...) lt0 - length(t0) t.star - matrix(NA, sum(R), lt0) However when fitting the lm with different sets of data, it might happen that the result of statistic is not of the same length has with the original data. That's when for (r in 1:sum(R)) t.star[r, ] - statistic(data, i[r,], ...) fails, because its not able to replace the complete row of t.star. So statistic shall guarantee that all the outputs are of the same length. Something you might want to had to boot documentation. It's already there: statistic: A function which when applied to data returns a vector containing the statistic(s) of interest. t: A matrix with `R' rows each of which is a bootstrap replicate of `statistic'. Where does it say that the statistic(s) of interest can change by replicate? -- Ernesto Jardim [EMAIL PROTECTED] Marine Biologist Research Institute for Agriculture and Fisheries Lisboa, Portugal Tel: +351 213 027 000 Fax: +351 213 015 948 __ [EMAIL PROTECTED] mailing list http://www.stat.math.ethz.ch/mailman/listinfo/r-help
