Re: [R] Problem trying to use boot and lme together

From: Prof Brian Ripley <ripley_at_stats.ox.ac.uk>
Date: Wed 22 Jun 2005 - 08:09:36 EST

On Tue, 21 Jun 2005, Douglas Bates wrote:

> On 6/21/05, Søren Højsgaard <Soren.Hojsgaard@agrsci.dk> wrote:
>> The problem with simulate.lme is that it only returns logL for a given model fitted to a simulated data set - not the simulated data set itself (which one might have expected a function with that name to do...). It would be nice with that functionality...
>> Søren
>
> You could add it. You just need to create a matrix that will be large
> enough to hold all the simulated data sets and fill a column (or row
> if you prefer but column is probably better because of the way that
> matrices are stored) during each iteration of the simulation and
> remember to include that matrix in the returned object.

Note: you don't need to store it: you can do the analysis at that point and return the statistics you want, rather than just logL.

I did say `see simulate.lme', not `use simulate.lme'. I know nlme is no longer being developed, but if it were I would be suggesting/contributing a modification that allowed the user to specify an `extraction' function from the fit -- quite a few pieces of bootstrap code work that way.

-- 
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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Received on Wed Jun 22 08:14:18 2005

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