[R] BIG difficulties in Using boot.ci (bot package)

[Michael Dewey]

See in line

On 13/04/2015 14:38, varin sacha wrote:
> Hi Jean,
>
> Many thanks, I got it but there is still a problem. When trying to bootstrap the confidence intervals, I get these messages.
>
>
> boot.ci(results,type="bca",index=1)
> [1] "All values of t are equal to  5.75620151906917 \n Cannot calculate confidence intervals"
> NULL
>> boot.ci(results,type="bca",index=2)
> [1] "All values of t are equal to  0.618293471234648 \n Cannot calculate confidence intervals"
> NULL
>> boot.ci(results,type="bca",index=3)
> [1] "All values of t are equal to  0.148068842921784 \n Cannot calculate confidence intervals"
> NULL
>
>
> Here is the reproducible example :
>
> GDP.LOG <-c(14,12,13,15.5,16,17,16.5,13.5,12.5,12)
> Quality.score <-c(12,11,13,14,15,16,12,10,9,9)
> Competitivness.score=c(8,6,7,5,6.5,7,8,4.5,6,7)

Did you mean at this point to put these into a data frame?

> fit <- lm(formula = GDP.LOG ~ Quality.score + Competitivness.score)
> install.packages("boot")
> library(boot)
> bs=function(formula,data,indices){
> d=data[indices,]
> fit=lm(formula,data=Dataset)

In the code you sent there does not seem to be an object called Dataset.
Did you mean data = d?

> return(coef(fit))

You do not need to say return( ) at the end, just coef(fit) would work.

> }
> results=boot(data=Dataset,statistic=bs, R=2000,formula= GDP.LOG ~ Quality.score + Competitivness.score)
> boot.ci(results,type="bca",index=1)
> boot.ci(results,type="bca",index=2)
> boot.ci(results,type="bca",index=3)
>
> How to solve that problem ?
>
> Best,
> S.
>
>
>
> ________________________________
> De : "Adams, Jean" <jvadams at usgs.gov>
>
> Cc : "r-help at r-project.org" <r-help at r-project.org>
> Envoyé le : Lundi 13 avril 2015 14h22
> Objet : Re: [R] BIG difficulties in Using boot.ci (bot package)
>
>
>
> S,
>
> There is no mention of a type="bca" argument on the ?confint help file.
>
> You can look here for an example of using the boot.ci() function in the boot package:
> http://www.statmethods.net/advstats/bootstrapping.html
>>
>> ​Jean​
>
>
>
>
>
>
>
> Dear R-Experts,
>>
>> I am trying to compute the BCa nonparametric bootstrap on regression coefficients.
>>
>> Here is the reproducible example :
>>
>> GDP.LOG <-c(14,12,13,15.5,16,17,16.5,13.5,12.5,12)
>> Quality.score <-c(12,11,13,14,15,16,12,10,9,9)
>> Competitivness.score=c(8,6,7,5,6.5,7,8,4.5,6,7)
>> fit <- lm(formula = GDP.LOG ~ Quality.score + Competitivness.score)
>> confint(fit, level=.95)
>> confint.default(fit, level=.95)
>> confint(fit,level=.95,type="bca")
>>
>> I am not sure but I think that I can not get the nonparametric BCa bootstrap with the confint function. As you can see, I have tried the argument type="bca", I don’t get any error message, but the results don’t change, the results are exactly the same as confint(fit,level=.95).
>> As I have understood, the default argument uses normal quantiles and the method for linear models uses T-quantiles instead.
>> So, I have checked the boot package and the boot.ci function to calculate the BCa bootstrap on the regression coefficients, but I don’t really understand how to compute the code.
>> So, any help from you would be highly appreciated.
>>
>> Best,
>> S
>>
>> ______________________________________________
>> R-help at r-project.org mailing list -- To UNSUBSCRIBE and more, see
>> https://stat.ethz.ch/mailman/listinfo/r-help
>> PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
>> and provide commented, minimal, self-contained, reproducible code.
>
> ______________________________________________
> R-help at r-project.org mailing list -- To UNSUBSCRIBE and more, see
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-contained, reproducible code.
>

-- 
Michael
http://www.dewey.myzen.co.uk/home.html