[R] bias of a boot statistic

Achim Zeileis Achim.Zeileis at wu-wien.ac.at
Wed Feb 23 12:24:57 CET 2005


On Wed, 23 Feb 2005 11:42:05 +0100 K. Steinmann wrote:

> Question:
> How can I get access to the bias value of a boot statistic?
> 
> Details:
> Boot function:
>  boot(data, statistic, R, sim="ordinary", stype="i",
>            strata=rep(1,n), L=NULL, m=0, weights=NULL,
>            ran.gen=function(d, p) d, mle=NULL, ...)
> 
> When I create an object, containing the bootstrap statistic (object <-
> boot(....))I can call it and will get an output with t, bias and
> standarderror as follows:
> Bootstrap Statistics :
>     original  bias    std. error
> t1*     5.65    0.01   0.9134185
> 
> My question is now, where is the value of the bias stored? How can I
> get access to this value to do further caluculations?

In the univariate case, it's simply
  mean(object$t - object$t0)
hth,
Z


> Thanks,
> K. St.
> 
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