Good Morning Prof. Ripley:

Thanks very much for the help. I do have the Davison and Hinkley text but I continued to struggle with the proper syntax to make iteration work. The MASS package is already installed on my machine and I have the manual so I will check the example you mentioned.

Thanks again.

Adam




________________________________
From: Prof Brian Ripley <ripley@stats.ox.ac.uk>

Cc: r-help@r-project.org
Sent: Mon, January 4, 2010 1:46:51 AM
Subject: Re: [R] Assistance with boot() Package

On Sun, 3 Jan 2010, Adam Carr wrote:

> Good Evening R Community:
> 
> I believe I understand the basics of using the boot() bootstrap resampling function in the boot() package. I have not had any trouble creating a boot.object to which I apply the boot.ci() function to calculate one or all of the available confidence intervals.
> 
> What I am not sure about is if this set of functions can generate more than one confidence interval of one or all of the types available.
> 
> I have a large data set (n=133,456) data set from which I would like to remove random samples of different sizes and then calculate 95% confidence intervals for the mean, 10% trimmed mean and median. I would like to determine how often the confidence intervals generated by boot.ci() contain the mean, 10% trimmed mean and median of the large data set.
> 
> I have looked at some examples for using the boot() and boot.ci() functions to generate confidence intervals for the intercept and predictive variables from a regression model, but I do not, or cannot I suppose, determine how I can generate more than one set of normal, basic, percentile and BCa confidence intervals using these two functions.

Well, it can be done easily.  Studying the book for which 'boot' is support software would be a good start, but a hint is to look at the 'index' argument to boot.ci: basically boot() can be called with a 'statistic' which returns a vector, then boot.ci() called on each of the components of interest.  There is an example in MASS (the book) on pp 225-6.

> I am running R version 2.9.2 on an IBM T61 laptop. My OS is Win XP professional SP 3, and the machine has a 1.99 GHz processor with 2.99 GB of RAM. The version of the boot() package I am running is 1.2-41.
> 
> Thanks in advance for taking the time to help me.
> 
> Adam
> 
> 
> 
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-- Brian D. Ripley,                  ripley@stats.ox.ac.uk
Professor of Applied Statistics,  http://www.stats.ox.ac.uk/~ripley/
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