Re: [R] Bootstrapping kendall cor

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From: Prof Brian Ripley (ripley@stats.ox.ac.uk)
Date: Thu 13 May 2004 - 22:48:22 EST


Message-id: <Pine.LNX.4.44.0405131345490.16197-100000@gannet.stats>

Your problem is that some bootstrap samples have no variation in x at all.
How can you expect a sensible answer from such a sample?

On Thu, 13 May 2004, Hwange Project wrote:

> I'm fighting with the following problem :
> I want to do bootstrapping on a Kendall correlation with the following code

Using package boot, uncredited!

> > cor.function <- function(data,i) cor(data[i, 1], data[i,
> 2],method="kendall")
> > boot.ci <- boot.ci(boot.cor <- boot(cbind(x,y),cor.function,
> R=1000),conf=c(0.95,0.99))
>
> However, I've got problems because I've got ties in my x variables :
> for example, it does not work with :
>
> x <-
> c(8.67,3.67,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,6.80,0.00,0.00,3.96)
> y <- c(329,264,274,339,302,334,334,312,355,327,287,319,361,355)
> cor.function <- function(data,i) cor(data[i, 1], data[i,
> 2],method="kendall")
> boot.ci <- boot.ci(boot.cor <- boot(cbind(x,y),cor.function,
> R=1000),conf=c(0.95,0.99))
>
> I would appreciate any advice, even of changing from kendall to something
> else, knowing that my x variables have a lot of ties and is far from
> normally distributed.

Given that you haven't told us your objective, we cannot help you choose
anything better.

-- 
Brian D. Ripley,                  ripley@stats.ox.ac.uk
Professor of Applied Statistics,  http://www.stats.ox.ac.uk/~ripley/
University of Oxford,             Tel:  +44 1865 272861 (self)
1 South Parks Road,                     +44 1865 272866 (PA)
Oxford OX1 3TG, UK                Fax:  +44 1865 272595

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