[R] bootstrap: definition of original statistic

From: Gad Abraham <g.abraham_at_ms.unimelb.edu.au>
Date: Thu, 21 Feb 2008 22:19:47 +0000 (UTC)


Hi,

In the boot package, the original statistic is simply the statistic function evaluated on the original data (called t0).

However, in Harrell et al 1996 "Multivariable prognostic models..." Stats Med vol 15, pp. 361--387, it is different (p. 372): The statistic function evaluated on the original data is called "D_app" (apparent statistic), whereas "D_orig" (original statistic) is derived by first fitting the model to a bootstrap sample, then freezing the model and applying it to the original data. The bootstrap statistic D_boot is derived by applying the function to the bootstrap sample. Then optimism O = average(D_boot - D_orig), and the bias-corrected estimate is D_app - O.

Can someone explain this difference, and especially why boot doesn't evaluate the frozen model again on the original data?

Thanks,
Gad

-- 
Gad Abraham
Department of Mathematics and Statistics
The University of Melbourne
Parkville 3010, Victoria, Australia
email: g.abraham_at_ms.unimelb.edu.au
web: http://www.ms.unimelb.edu.au/~gabraham

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Received on Thu 21 Feb 2008 - 22:52:53 GMT

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