[R-sig-eco] Fwd: Bootsrapping
Sam
Sam_Smith at me.com
Sun Aug 29 08:31:33 CEST 2010
Dear list,
My model is a binary model which has a TRUE/FALSE response and a series of predictors - A-G
My question is linked to the pred function and bootstrapping, sorry for cross posting, i was unsure of the relevant forum, i apologise if this is the wrong forum.
I have used pred() with type ="response" to predict the outcome of new data based on my model.
I have then used the boot() function for bootstrapping -
> model1 <- glm(A~B+C+D+ E+F+G, data=test)
> model1.diag <- glm.diag(model1.lm)
> model1.res <- model1.diag$res*model.1.diag$sd
> model.1.res <- model.1.res-mean(model.1.res)
> model.1.data <- data.frame(model.1,resid=model.1.res,fit=fitted(model.1))
> newdata <- read.delim("test2")
> new.fit <- predict(model.1, newdata, type = "response")
> model1.fun <- function(dat, inds, i.pred, fit.pred, x.pred)
{
assign(".inds", inds, envir=.GlobalEnv)
lm.b <- glm(fit+resid[.inds] ~A+B+C+D+E+F+G data=test)
pred.b <- predict(lm.b,x.pred)
remove(".inds", envir=.GlobalEnv)
c(coef(lm.b), pred.b-(fit.pred+dat$resid[i.pred]))
}
> model.1.boot <- boot(model.1.data, model1.fun, R=999, m=1,
fit.pred=new.fit, x.pred=new.data)
I am relatively new to bootstrapping and pieced together this code from various online sources. My questions are
1 - This is the output, how are these used?
Call:
boot(data = traits, statistic = model1.fun, R = 999, m = 1, fit.pred = new.fit,
x.pred = newData)
Bootstrap Statistics :
original bias std. error
t1* 0.007575497 0.18230191 0.19196660
t2* -0.643937336 0.22086625 0.55583873
t3* -0.366131418 0.12643852 0.31807412
t4* -0.019436074 -0.01320383 0.49683325
t5* -0.260817757 0.09496542 0.08263721
t6* 0.098142998 -0.04146995 0.11082210
t7* 0.291285409 -0.10313141 0.11456760
t8* 0.324143279 -0.10723659 0.11159225
t9* 0.400566802 -0.15227392 0.08602217
t10* 0.631600069 -0.20098945 0.78996314
t11* 0.423935018 -0.14632695 0.66234901
t12* 0.628394814 -0.20632632 0.56252950
t13* 0.466345278 -0.17405490 0.34344214
2 - I called mean(model1.boot$t[,8]^2) to calculate the bootstrap prediction error - is this correct and does it apply to all samples within the data set?
3 - I called
new.fit-sort(model1..boot$t[,8])[c(975,25)]
to get the bootstrap prediction limits
How do i use this data with the output from the pred(model1, type="response) function?
Sample output
1 2 3 4 5 6 7
0.176089986 0.613674752 0.128182584 0.432106503 0.157871072 0.491160896 0.337954702
8 9 10 11 12 13 14
0.714518456 0.040612536 0.669099532 0.218551172 0.728698781 -0.050813284 0.728698781
etc etc
Are these the same as the output from pred() i.e is this saying sample 1 has a 0.17% probability of being true?
Thanks for any help
Sam
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