Re: [R] Bootstrapping in R

2009-12-09 Thread David Winsemius
On Dec 9, 2009, at 9:05 AM, Trafim Vanishek wrote: I missed number of bootstrap replicates R boot(Reg, bootcoeff, R=10) but still it doesn't work Error in statistic(data, original, ...) : unused argument(s) (original) On Wed, Dec 9, 2009 at 2:46 PM, Trafim Vanishek rdapam...@gmail.com

[R] Bootstrapping confidence intervals

2009-10-21 Thread Charlotta Rylander
Hello, We are a group of PhD students working in the field of toxicology. Several of us have small data sets with N=10-15. Our research is mainly about the association between an exposure and an effect, so preferrably we would like to use linear regression models. However, most of the time our

Re: [R] Bootstrapping confidence intervals

2009-10-21 Thread Ista Zahn
John Fox has a nice explanation here: http://cran.r-project.org/doc/contrib/Fox-Companion/appendix-bootstrapping.pdf -Ista On Wed, Oct 21, 2009 at 6:38 AM, Charlotta Rylander z...@nilu.no wrote: Hello, We are a group of PhD students working in the field of toxicology. Several of us have

[R] bootstrapping error message Error in t.star[r, ] - statistic(data, i[r, ], ...) : number of items to replace is not a multiple of replacement length

2009-07-08 Thread Karina Boege
Hi, I am trying to run some bootstraps with the boot package. When I run it with 400 replicates it does it ok, but then I need to run the same analysis but with 89, 86, 102 and 106 samples (for four different environments), and then is when I get the error message: mybootstrap -

[R] Bootstrapping and estimation of standard error

2009-05-26 Thread Tomas Zelinsky
Hello, I've started using R few months ago and I really like it. I need to estimate standard deviation of certain statistics (some measures of poverty). I found a really simple program, and I just need to check whether it's OK and really calculates what it's supposed to. Let's suppose e.

Re: [R] bootstrapping in regression

2009-02-02 Thread Greg Snow
-help-boun...@r-project.org [mailto:r-help-boun...@r- project.org] On Behalf Of Thomas Mang Sent: Thursday, January 29, 2009 3:52 PM To: r-h...@stat.math.ethz.ch Subject: Re: [R] bootstrapping in regression Greg Snow wrote: What you are describing is actually a permutation test rather than

Re: [R] bootstrapping in regression

2009-01-31 Thread Charles C. Berry
On Fri, 30 Jan 2009, Stephan Kolassa wrote: Hi Thomas, Thomas Mang schrieb: I have a question here: I am not sure if I understand your 'fit the full model ... to the permuted data set'. Am I correct to suppose that once the residuals of the reduced-model fit have been permuted and added

Re: [R] bootstrapping in regression

2009-01-31 Thread David Winsemius
On Jan 31, 2009, at 1:27 PM, Charles C. Berry wrote: On Fri, 30 Jan 2009, Stephan Kolassa wrote: Hi Thomas, Thomas Mang schrieb: I have a question here: I am not sure if I understand your 'fit the full model ... to the permuted data set'. Am I correct to suppose that once the

Re: [R] bootstrapping in regression

2009-01-30 Thread Stephan Kolassa
Hi Thomas, Thomas Mang schrieb: I have a question here: I am not sure if I understand your 'fit the full model ... to the permuted data set'. Am I correct to suppose that once the residuals of the reduced-model fit have been permuted and added back to the fitted values, the values obtained

[R] bootstrapping in regression

2009-01-29 Thread Thomas Mang
Hi, Please apologize if my questions sounds somewhat 'stupid' to the trained and experienced statisticians of you. Also I am not sure if I used all terms correctly, if not then corrections are welcome. I have asked myself the following question regarding bootstrapping in regression: Say for

Re: [R] bootstrapping in regression

2009-01-29 Thread Chuck Cleland
On 1/29/2009 11:43 AM, Thomas Mang wrote: Hi, Please apologize if my questions sounds somewhat 'stupid' to the trained and experienced statisticians of you. Also I am not sure if I used all terms correctly, if not then corrections are welcome. I have asked myself the following question

Re: [R] bootstrapping in regression

2009-01-29 Thread Tom Backer Johnsen
Tom Backer Johnsen wrote: Thomas Mang wrote: Hi, Please apologize if my questions sounds somewhat 'stupid' to the trained and experienced statisticians of you. Also I am not sure if I used all terms correctly, if not then corrections are welcome. I have asked myself the following question

Re: [R] bootstrapping in regression

2009-01-29 Thread Greg Snow
: [R] bootstrapping in regression Hi, Please apologize if my questions sounds somewhat 'stupid' to the trained and experienced statisticians of you. Also I am not sure if I used all terms correctly, if not then corrections are welcome. I have asked myself the following question regarding

Re: [R] bootstrapping in regression

2009-01-29 Thread Thomas Mang
Greg Snow wrote: What you are describing is actually a permutation test rather than a bootstrap (related concepts but with a subtle but important difference). The way to do a permutation test with multiple x's is to fit the reduced model (use all x's other than x1 if you want to test x1) on

[R] bootstrapping of skewness-adjusted t-statistics

2008-11-18 Thread alibaba
Hi all, i am relatively new to R. I searched all relevant CRAN taks views, in particular finance and time series but could not find any package that covers a function for bootstrapping skewness-adjusted t-statistics (Johnson 1978). Did I miss something? any help is highly appreciated. thanks

[R] Bootstrapping gnls models

2008-11-07 Thread Christoph Scherber
Dear all, I am trying to bootstrap predictions from gnls models using the following code: # a is the dataframe with which I am working; it contains the variables # response.variable,LD,L,G,P and F ### model=gnls(response.variable ~ a * LD/(b + LD), params = list(a + b ~ L), start =

Re: [R] Bootstrapping gnls models

2008-11-07 Thread Prof Brian Ripley
On Fri, 7 Nov 2008, Christoph Scherber wrote: Dear all, I am trying to bootstrap predictions from gnls models using the following code: # a is the dataframe with which I am working; it contains the variables # response.variable,LD,L,G,P and F And without it your code is not reproducible.

Re: [R] Bootstrapping gnls models

2008-11-07 Thread Christoph Scherber
Dear all, Here comes a reproducible example, with the original data added. The error message when running boot() is: Error in gnls(response.variable ~ a * LD/(b + LD), params - list(a + : Step halving factor reduced below minimum in NLS step boot() in this case only seems to work for very

Re: [R] bootstrapping - number of items to replace is not a multiple of replacement length

2008-09-10 Thread Gabriela Bucini
Subject: RE: [R] bootstrapping - number of items to replace is not a multiple of replacement length Hello, Your theta() function is returning different sets of coefficients depending on the results of step(). You'll need to add code to theta() to figure out which variables were selected

[R] bootstrapping - number of items to replace is not a multiple of replacement length

2008-09-09 Thread Gabriela Bucini
Hello, I'm new to boostrapping and I'd need some help to understand the error message that pops up when I run my script. I have a data.frame with 73 lines and 21 column. I am running a stepwise regression to find the best model using the R function step. I apply bootstrapping to obtain model

Re: [R] bootstrapping - number of items to replace is not a multiple of replacement length

2008-09-09 Thread Steven McKinney
-Original Message- From: [EMAIL PROTECTED] [mailto:[EMAIL PROTECTED] On Behalf Of Gabriela Bucini Sent: Tuesday, September 09, 2008 5:02 PM To: r-help@r-project.org Subject: [R] bootstrapping - number of items to replace is not a multiple ofreplacement length Hello, I'm new

[R] Bootstrapping

2008-07-28 Thread laila khalfan
HiI would like to use the parametric bootstrap confidence intervals. The problem is that I am using a step stress model based on a gamma distributed data. So, first I need to generate a spacial data and then find the MLE`s then I must find the bootstrap confidence interval.I dont know how to

[R] bootstrapping and penalizing regression

2008-04-15 Thread DAVID ARTETA GARCIA
Dear list, sorry for asking a more statistical question. I have been reading on penalyzing estimates of regression and bootstrapping regression, trying to include both or either in my analysis. But it is not clear to me (mainly due to my non-statistics background) whether they aim to do

Re: [R] bootstrapping and penalizing regression

2008-04-15 Thread Frank E Harrell Jr
DAVID ARTETA GARCIA wrote: Dear list, sorry for asking a more statistical question. I have been reading on penalyzing estimates of regression and bootstrapping regression, trying to include both or either in my analysis. But it is not clear to me (mainly due to my non-statistics

[R] Bootstrapping data with a regression model

2008-02-24 Thread Felipe Carrillo
Hello all: Just wondering if I can get advice on what kind of bootstrapping I should use when using a regression model to estimate juvenile fish passage data. I use rotary screw traps to do fish mark-recapture trials and the efficiency of every trial is added to the graph generating a different

Re: [R] Bootstrapping data with a regression model

2008-02-24 Thread Chuck Cleland
On 2/24/2008 4:03 PM, Felipe Carrillo wrote: Hello all: Just wondering if I can get advice on what kind of bootstrapping I should use when using a regression model to estimate juvenile fish passage data. I use rotary screw traps to do fish mark-recapture trials and the efficiency of every

[R] Bootstrapping

2007-12-31 Thread Anup Nandialath
Dear friends, I'm interested in obtaining bootstrapped standard errors for a model that I'm estimating. I do realize that i can use the sample command and do the bootstrap by hand. But I was hoping somebody can help me on how to use the boot package. The model is as follows # Likelihood

[R] bootstrapping on the growth curve

2007-12-05 Thread Suyan Tian
Hi, I am trying to get 95% CI s around a quantile growth curve, but my result looks strange to me. Here is the function I defined myself boot.qregress-function(mat1, group, quantile, int, seed.1){ boot.fit-NULL set.seed(seed.1) for (i in 1:int){

Re: [R] Bootstrapping Contrasts for Repeated Measures ANOVA

2007-10-18 Thread Alex Baugh
Two follow up questions from post regarding bootstrapping contrasts for a RM ANOVA: 1. Because my data are repeated measures, isn't it true that I want to shuffle my column heading individually for each subject (row) by resampling WITHOUT replacement? 2. For my DV (latency) I have 3 columns of

Re: [R] Bootstrapping Contrasts for Repeated Measures ANOVA

2007-10-16 Thread Daniel Lakeland
On Mon, Oct 15, 2007 at 11:19:35PM -0500, Alex Baugh wrote: However, I don't know where to begin to write a program to do contrasts with a resampling technique. select a random sample (with replacement) from the population with factor level 1, and a random sample from the population with

[R] Bootstrapping Contrasts for Repeated Measures ANOVA

2007-10-15 Thread Alex Baugh
I have executed a Repeated Measures ANOVA with one DV (latency) and one within subject factor (acoustic condtion: 3 levels) by bootstrapping my sampling distribution of F from the empirical sample distribution. I chose to resample because the sample distribution deviates from normality a lot. The

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