[R] BIG difficulties in Using boot.ci (bot package)
varin sacha
varinsacha at yahoo.fr
Mon Apr 13 15:38:45 CEST 2015
Hi Jean,
Many thanks, I got it but there is still a problem. When trying to bootstrap the confidence intervals, I get these messages.
boot.ci(results,type="bca",index=1)
[1] "All values of t are equal to 5.75620151906917 \n Cannot calculate confidence intervals"
NULL
> boot.ci(results,type="bca",index=2)
[1] "All values of t are equal to 0.618293471234648 \n Cannot calculate confidence intervals"
NULL
> boot.ci(results,type="bca",index=3)
[1] "All values of t are equal to 0.148068842921784 \n Cannot calculate confidence intervals"
NULL
Here is the reproducible example :
GDP.LOG <-c(14,12,13,15.5,16,17,16.5,13.5,12.5,12)
Quality.score <-c(12,11,13,14,15,16,12,10,9,9)
Competitivness.score=c(8,6,7,5,6.5,7,8,4.5,6,7)
fit <- lm(formula = GDP.LOG ~ Quality.score + Competitivness.score)
install.packages("boot")
library(boot)
bs=function(formula,data,indices){
d=data[indices,]
fit=lm(formula,data=Dataset)
return(coef(fit))
}
results=boot(data=Dataset,statistic=bs, R=2000,formula= GDP.LOG ~ Quality.score + Competitivness.score)
boot.ci(results,type="bca",index=1)
boot.ci(results,type="bca",index=2)
boot.ci(results,type="bca",index=3)
How to solve that problem ?
Best,
S.
________________________________
De : "Adams, Jean" <jvadams at usgs.gov>
Cc : "r-help at r-project.org" <r-help at r-project.org>
Envoyé le : Lundi 13 avril 2015 14h22
Objet : Re: [R] BIG difficulties in Using boot.ci (bot package)
S,
There is no mention of a type="bca" argument on the ?confint help file.
You can look here for an example of using the boot.ci() function in the boot package:
http://www.statmethods.net/advstats/bootstrapping.html
>
>Jean
Dear R-Experts,
>
>I am trying to compute the BCa nonparametric bootstrap on regression coefficients.
>
>Here is the reproducible example :
>
>GDP.LOG <-c(14,12,13,15.5,16,17,16.5,13.5,12.5,12)
>Quality.score <-c(12,11,13,14,15,16,12,10,9,9)
>Competitivness.score=c(8,6,7,5,6.5,7,8,4.5,6,7)
>fit <- lm(formula = GDP.LOG ~ Quality.score + Competitivness.score)
>confint(fit, level=.95)
>confint.default(fit, level=.95)
>confint(fit,level=.95,type="bca")
>
>I am not sure but I think that I can not get the nonparametric BCa bootstrap with the confint function. As you can see, I have tried the argument type="bca", I don’t get any error message, but the results don’t change, the results are exactly the same as confint(fit,level=.95).
>As I have understood, the default argument uses normal quantiles and the method for linear models uses T-quantiles instead.
>So, I have checked the boot package and the boot.ci function to calculate the BCa bootstrap on the regression coefficients, but I don’t really understand how to compute the code.
>So, any help from you would be highly appreciated.
>
>Best,
>S
>
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