[R] bias of a boot statistic

Angelo Canty canty at math.mcmaster.ca
Wed Feb 23 21:10:54 CET 2005


The bias and standard error are calculated in the print.boot function and
are not saved anywhere.  It is very easy to calculate, however, as the
mean of the replicate statistics minus the original statistic.

apply(boot.out$t,2,mean)-boot.out$t0

HTH,
Angelo

On Wed, 23 Feb 2005, 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?
> 
> Thanks,
> K. St.
> 
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