[R] Bootstrap and average median squared error
varin sacha
v@r|n@@ch@ @end|ng |rom y@hoo@|r
Thu May 24 00:00:36 CEST 2018
Hi Rui and Daniel,
Many thanks for your responses. It perfectly works.
Best,
Le mardi 22 mai 2018 à 12:47:14 UTC+2, Rui Barradas <ruipbarradas using sapo.pt> a écrit :
Hello,
Right!
I copied from the OP's question without thinking about it.
Corrected would be
bootMedianSE <- function(data, indices){
d <- data[indices, ]
fit <- rq(crp ~ bmi + glucose, tau = 0.5, data = d)
ypred <- predict(fit)
y <- d$crp
median((y - ypred)^2)
}
Sorry,
rui Barradas
On 5/22/2018 11:32 AM, Daniel Nordlund wrote:
> On 5/22/2018 2:32 AM, Rui Barradas wrote:
>> bootMedianSE <- function(data, indices){
>> d <- data[indices, ]
>> fit <- rq(crp ~ bmi + glucose, tau = 0.5, data = d)
>> ypred <- predict(fit)
>> y <- d$crp
>> median(y - ypred)^2
>> }
>
> since the OP is looking for the "median squared error", shouldn't the
> final line of the function be
>
> median((y - ypred)^2)
>
>
> Dan
>
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