I am trying to find studentized bootstrap intervals for the skewness of a data set. I have tried the following (nerve.dat is a set of data containing observations on one variable) (using Windows XP):

x <- scan("e:/Flashbackup2009/Nonparametrics/nerve.dat")
n <- length(x)
library(e1071)
skewness(x)
library(boot)
sampleskew <- function(x,d) {return(skewness(x[d]))}
bb <- boot(x,sampleskew,R=1000)
boot.ci(bb)


This gives four intervals (Normal, Basic, Percentile, BCa)
But gives the following warning message:

Warning message:
In boot.ci(bb, type = "all") :
  bootstrap variances needed for studentized intervals
The questions is: Why does the function not provide the bootstrap variances (or estimates thereof) for computing the studentized intervals?
Another question: How then can I compute the studentized intervals without physically doing a double bootstrap. Does the function use a "nonparametric delta mathod"?

Any help is much appreciated. I have probably overlooked something?

Thank you.
Jacob


Jacob L van Wyk, Dept. of Statistics, University of Johannesburg (APK),
Box 524, Auckland Park, 2006.
Office: +27 11 559 3080, Fax: +27 11 559 2499


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