[R] Unexp. behavior from boot with multiple statistics

From: algorimancer <clanders_at_utmb.edu>
Date: Tue, 03 May 2011 12:15:05 -0700 (PDT)


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. 









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Received on Thu 05 May 2011 - 06:25:11 GMT

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