[R] boot and coefficients

[Roger Peng]

Your error is based on a misunderstanding of what the 'statistic' should
look like for the boot() function.  The statistic needs to take the data
as an argument and a vector of indices -- it is the indicies which get
resampled.  

I wrote a very simple package for bootstrapping in a few classical
situations, including linear models.  You can resample rows and residuals.
It's available at http://department.stat.ucla.edu/~rpeng/uclaboot.  The
interface is (in my opinion, of course!) a little easier to use than the
boot library.  

-roger
_______________________________
UCLA Department of Statistics
rpeng at stat.ucla.edu
http://www.stat.ucla.edu/~rpeng

On Wed, 20 Nov 2002, Andrew Beckerman wrote:

> R1.61, WinNT
> 
> Dear listers - I am trying to implement the SPLUS example for boostrapping 
> coefficients from a linear model -
> 
> boot(data.frame, coef(eval(model$call)))
> 
> I get errors saying that my statistic is not defined and that the 
> replicates are not defined.  Changing this to -
> 
> boot(recTTM, statisitic=coef(eval(mod$call)),R=999)
> 
> still gives the error about the statistic.  Clearly I do not understand 
> what the statisitic is and how to make the coefficients a function as in 
> the examples in the help... can someone guide me on syntax?
> 
> cheers
> andrew
> ----------------------------------------------------------
> Dr. Andrew Beckerman
> Institute of Biological Science
> University of Stirling
> Stirling FK9 4LA
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