[R] bootstraping lm

[ripley@stats.ox.ac.uk]

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,                  ripley at stats.ox.ac.uk
Professor of Applied Statistics,  http://www.stats.ox.ac.uk/~ripley/
University of Oxford,             Tel:  +44 1865 272861 (self)
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