[R] bootstrap

Frank E Harrell Jr f.harrell at vanderbilt.edu
Wed Feb 28 14:15:47 CET 2007

Indermaur Lukas wrote:
> Hi,
> I would like to evaluate the frequency of the variables within the best selected model by AIC among a set of 12 competing models (I fit them with GLM) with a bootstrap procedure  to get unbiased results. So I would ike to do the ranking of the 12-model-set 10'000 times separately and calculate the frequency of variables of the 10'000 best ranked models. I wrote a script doing the model ranking (with some difficulty) for the pre-defined 12-model-set, that works. My model results (one row per model) are stored in a dataframe called "mydataframe". How can I implement my script simply into a bootstrap and sum up the frequencies of variables of the 10'000 bootstraped results?
> I am not so good in R and would appreciate any hint.
> Regards
> Lukas

I'm not entirely clear on your goals but the bootstrap selection 
frequency is mainly a replay of the significance of variables in the 
full model.  I don't see that it provides new information.  And 
selection frequency is marred by collinearity.


> °°° 
> Lukas Indermaur, PhD student 
> eawag / Swiss Federal Institute of Aquatic Science and Technology 
> ECO - Department of Aquatic Ecology
> Überlandstrasse 133
> CH-8600 Dübendorf
> Switzerland
> Phone: +41 (0) 71 220 38 25
> Fax    : +41 (0) 44 823 53 15 
> Email: lukas.indermaur at eawag.ch
> www.lukasindermaur.ch
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Frank E Harrell Jr   Professor and Chair           School of Medicine
                      Department of Biostatistics   Vanderbilt University

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