[R] Fwd: Strange results : bootrstrp CIs

[Rolf Turner]

On Sat, 13 Jan 2024 17:59:16 -0500
Duncan Murdoch <murdoch.duncan using gmail.com> wrote:

<SNIP>

> My guess is that one of the bootstrap samples had a different
> selection of countries, so factor(Country) had different levels, and
> that would really mess things up.
> 
> You'll need to decide how to handle that:  If you are trying to
> estimate the coefficient for Italy in a sample that contains no data
> from Italy, what should the coefficient be?

Perhaps NA?  Ben Bolker conjectured that boot() might be able to handle
this.  Getting the NAs into the coefficients is a bit of a fag, but.  I
tried:

func <- function(data, idx) {
clyde <- coef(lm(Score~ Time + factor(Country),data=data))
ccc <- coef(lm(Score~ Time + factor(Country),data=data[idx,]))
urk <- rep(NA,length(clyde))
names(urk) <-names(clyde)
urk[names(ccc)] <- ccc
urk
}

It produced a result:

> > set.seed(42)
> > B= boot(e, func, R=1000)
> B
> 
> ORDINARY NONPARAMETRIC BOOTSTRAP
> 
> 
> Call:
> boot(data = e, statistic = func, R = 1000)
> 
> 
> Bootstrap Statistics :
>       original     bias    std. error
> t1*  609.62500  3.6204052    95.39452
> t2*  -54.81250 -1.6624704    36.32911
> t3*  -41.33333 -2.7337992   100.72113
> t4*  -96.00000 -1.0995718    99.78864
> t5* -126.00000 -0.6548886    63.47076
> t6*  -26.33333 -1.6516683    87.80483
> t7*  -15.66667 -0.8391170    91.72467
> t8*  -21.66667 -5.4544013    83.69211
> t9*   18.33333 -0.7711001    85.57278

However I have no idea if the result is correct, or even meaningful. I
have no idea what I'm doing.  Just hammering and hoping. 😊️

<SNIP>

cheers,

Rolf

-- 
Honorary Research Fellow
Department of Statistics
University of Auckland
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