[R] Extracting p value from bootstrap in R

[Rui Barradas]

Hello,

Your code is correctly extracting the bootstrapped r-squared confidence 
intervals calculated using the adjusted bootstrap percentile (BCa) method.

If you want the p-values, do

summary(fit)$coefficients[, 4]

in the function.

Also, function boot calls a function statistic that expects data and 
indices as 1st and 2nd arguments. Argument formula should go after these 
ones. In your case that doesn't make any difference because you are 
passing *named* arguments but it's better to keep to the rules, you'll 
be avoiding potential/future problems. Rewrite the function as


rsq <- function(data, indices, formula) {
   d <- data[indices, ] # allows boot to select sample
   fit <- lm(formula, data = d)
   summary(fit)$r.square
}


Hope this helps,

Rui Barradas


Às 18:18 de 02/01/20, Saaim Khan escreveu:
> I've been trying to get the pvalue of my samples from a bootstrap rsquared test in R. I'm not very good with statistics so could someone please take a look at my below code and point me in the right direction with regards to how I can extract the p-values per sample (basically input a Descriptor_Score value and output a p-value based on the bootstrap model)? If my understanding is incorrect, please let me know. This code is mostly from API.
> 
> # Bootstrap 95% CI for R-Squared
> 
> library(boot)
> 
> # function to obtain R-Squared from the data
> 
> rsq <- function(formula, data, indices) {
> 
> d <- data[indices,] # allows boot to select sample
> 
> fit <- lm(formula, data=d)
> 
> return(summary(fit)$r.square)
> 
> }
> 
> ###vdw beta bootstrap
> 
> `results[b]_vdw` = boot(data=rescored_beta, statistic=rsq,
> 
> R=10000, formula=Descriptor_Score~vdw)
> 
> # get 95% confidence interval
> 
> confb_vdw=boot.ci(`results[b]_vdw`)
> 
> cib_vdw = confb_vdw$bca[ , c(4, 5)]
> 
> Thanks!
> 
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> 
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