From: Andrew Robinson <A.Robinson_at_ms.unimelb.edu.au>

Date: Wed, 04 May 2011 09:11:54 +1000

Date: Wed, 04 May 2011 09:11:54 +1000

Your interpretation of what the output is supposed to look like is actually correct. Take a look at the estimates of the bias in the BootStrap Statistics. You will see that they are the same as the difference between the location of colMeans of t and t0.

I hope that this helps,

Andrew

On Tue, May 03, 2011 at 12:15:05PM -0700, algorimancer wrote:

*> I am attempting to use package boot to summarize and compare the performance
**> of three models. I'm using R 2.13.0 in a Win32 environment.
**>
**> My statistic function returns a vector of 6 values, 3 of which are error
**> rates for different models, and 3 are pairwise differences between those
**> error rates. It looks like:
**>
**> multiEst<-function(dat,i)
**> {
**> ....
**> c(E1,E2,E3,E2-E1,E3-E1,E3-E2);
**> }
**>
**> then I call boot (using R=4 for simplicity of description) with:
**>
**> multiBoot=boot(data,multiEst,R=4)
**>
**> which gives reasonable results:
**>
**> Bootstrap Statistics :
**> original bias std. error
**> t1* 0.07 0.3775 0.04193249
**> t2* 0.08 0.3750 0.04654747
**> t3* 0.04 0.4200 0.05354126
**> t4* 0.01 -0.0025 0.00500000
**> t5* -0.03 0.0425 0.01500000
**> t6* -0.04 0.0450 0.01290994
**>
**> and the resulting "t0" contains the expected estimates of the statistics,
**> > multiBoot$t0
**> [1] 0.07 0.08 0.04 0.01 -0.03 -0.04
**>
**> however "t", which is supposed to contain bootstrap replicates of the
**> statistic, doesn't. It looks like this:
**> > multiBoot$t
**> [,1] [,2] [,3] [,4] [,5] [,6]
**> [1,] 0.46 0.47 0.46 0.01 0.00 -0.01
**> [2,] 0.39 0.39 0.39 0.00 0.00 0.00
**> [3,] 0.45 0.46 0.47 0.01 0.02 0.01
**> [4,] 0.49 0.50 0.52 0.01 0.03 0.02
**>
**> It is not clear where these columns come from --- they clearly do not
**> resemble the estimates in "t0".
**>
**> If I define a separate statistic function for each desired estimate, the
**> resulting "t" and "t0" are as expected, however it is important in this case
**> that the separate estimates derive from the same bootstrap replicates.
**>
**> Any helpful suggestions? Or have I come upon a bug in the implementation?
**>
**> Note: the documentation provides the following definitions for these
**> returned variables:
**>
**> t0 The observed value of statistic applied to data.
**> t A matrix with R rows each of which is a bootstrap replicate of statistic.
**>
**>
**>
**>
**>
**>
**>
**>
**>
**> --
*

> View this message in context: http://r.789695.n4.nabble.com/Unexp-behavior-from-boot-with-multiple-statistics-tp3493300p3493300.html

*> Sent from the R help mailing list archive at Nabble.com.
**>
**> ______________________________________________
**> R-help_at_r-project.org mailing list
**> https://stat.ethz.ch/mailman/listinfo/r-help
**> PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
**> and provide commented, minimal, self-contained, reproducible code.
*

-- Andrew Robinson Program Manager, ACERA Department of Mathematics and Statistics Tel: +61-3-8344-6410 University of Melbourne, VIC 3010 Australia (prefer email) http://www.ms.unimelb.edu.au/~andrewpr Fax: +61-3-8344-4599 http://www.acera.unimelb.edu.au/ Forest Analytics with R (Springer, 2011) http://www.ms.unimelb.edu.au/FAwR/ Introduction to Scientific Programming and Simulation using R (CRC, 2009): http://www.ms.unimelb.edu.au/spuRs/ ______________________________________________ R-help_at_r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.Received on Thu 05 May 2011 - 06:25:04 GMT

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