[R] Getting bootstrap statistic to work

[Alex Olssen]

Hi R-help,

I am trying to implement a nonparametric bootstrap to find the
standard errors of a simple statistics - the ratio of two scalars.  I
am having difficulty getting boot() to work correctly.  I code a
function to create the ratio of the relevant scalars. theta(data, i).
When I call the function for my data and every observation appearing
once, theta(test, c(1)), I get the correct statistic for my original
data.  However when I use boot(test, theta, 200) the original
statistic is incorrect.

My code and data are below.  The code is very short.

Any help will be appreciated.

Cheers,
Alex

library(boot)
test <- read.csv("test.csv")
test.mean <- mean(test)
test.cov <- cov(test)*87/88 ## use the biased version as I am
reproducing a result from a book
test.eigen <- eigen(test.cov)
theta <- function(data, i) {
  data <- data * i
  data.cov <- cov(data)
  data.eigen <- eigen(data.cov)
  data.eigen$values[1]/sum(data.eigen$values)
}
test.boot <- boot(test, theta, 200)

test
   mec vec alg ana sta
1   77  82  67  67  81
2   63  78  80  70  81
3   75  73  71  66  81
4   55  72  63  70  68
5   63  63  65  70  63
6   53  61  72  64  73
7   51  67  65  65  68
8   59  70  68  62  56
9   62  60  58  62  70
10  64  72  60  62  45
11  52  64  60  63  54
12  55  67  59  62  44
13  50  50  64  55  63
14  65  63  58  56  37
15  31  55  60  57  73
16  60  64  56  54  40
17  44  69  53  53  53
18  42  69  61  55  45
19  62  46  61  57  45
20  31  49  62  63  62
21  44  61  52  62  46
22  49  41  61  49  64
23  12  58  61  63  67
24  49  53  49  62  47
25  54  49  56  47  53
26  54  53  46  59  44
27  44  56  55  61  36
28  18  44  50  57  81
29  46  52  65  50  35
30  32  45  49  57  64
31  30  69  50  52  45
32  46  49  53  59  37
33  40  27  54  61  61
34  31  42  48  54  68
35  36  59  51  45  51
36  56  40  56  54  35
37  46  56  57  49  32
38  45  42  55  56  40
39  42  60  54  49  33
40  40  63  53  54  25
41  23  55  59  53  44
42  48  48  49  51  37
43  41  63  49  46  34
44  46  52  53  41  40
45  46  61  46  38  41
46  40  57  51  52  31
47  49  49  45  48  39
48  22  58  53  56  41
49  35  60  47  54  33
50  48  56  49  42  32
51  31  57  50  54  34
52  17  53  57  43  51
53  49  57  47  39  26
54  59  50  47  15  46
55  37  56  49  28  45
56  40  43  48  21  61
57  35  35  41  51  50
58  38  44  54  47  24
59  43  43  38  34  49
60  39  46  46  32  43
61  62  44  36  22  42
62  48  38  41  44  33
63  34  42  50  47  29
64  18  51  40  56  30
65  35  36  46  48  29
66  59  53  37  22  19
67  41  41  43  30  33
68  31  52  37  27  40
69  17  51  52  35  31
70  34  30  50  47  36
71  46  40  47  29  17
72  10  46  36  47  39
73  46  37  45  15  30
74  30  34  43  46  18
75  13  51  50  25  31
76  49  50  38  23   9
77  18  32  31  45  40
78   8  42  48  26  40
79  23  38  36  48  15
80  30  24  43  33  25
81   3   9  51  47  40
82   7  51  43  17  22
83  15  40  43  23  18
84  15  38  39  28  17
85   5  30  44  36  18
86  12  30  32  35  21
87   5  26  15  20  20
88   0  40  21   9  14