[R] Bootstrapping in R

peter dalgaard pdalgd at gmail.com
Sun Oct 2 12:11:49 CEST 2016


> On 01 Oct 2016, at 16:11 , Daniel Nordlund <djnordlund at gmail.com> wrote:
> 
> You haven't told us anything about the structure of your data, or the definition of the DataSummary function.

Yes. Just let me add that a common error with boot() is not to pay attention to the required form of the statistic= function argument. It should depend on the data and a set of indices and (for nonparametic bootstrap) it is the indices that are random. 

Typical mistakes are to completely ignore the index argument, or to write clumsy code that ignores the data specification, as in 
coef(lm(df$y~df$x, data=d[f])).


-- 
Peter Dalgaard, Professor,
Center for Statistics, Copenhagen Business School
Solbjerg Plads 3, 2000 Frederiksberg, Denmark
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Office: A 4.23
Email: pd.mes at cbs.dk  Priv: PDalgd at gmail.com



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