[R] using jackknife in linear models
Mark Heckmann
mark.heckmann at gmx.de
Thu Dec 18 21:02:30 CET 2008
Hi R-experts,
I want to use the jackknife function from the bootstrap package onto a
linear model.
I can't figure out how to do that. The manual says the following:
# To jackknife functions of more complex data structures,
# write theta so that its argument x
# is the set of observation numbers
# and simply pass as data to jackknife the vector 1,2,..n.
# For example, to jackknife
# the correlation coefficient from a set of 15 data pairs:
xdata <- matrix(rnorm(30),ncol=2)
n <- 15
theta <- function(x,xdata){ cor(xdata[x,1],xdata[x,2]) }
results <- jackknife(1:n,theta,xdata)
So I tried:
DF <- as.data.frame(matrix(rnorm(250), ncol=5))
attach(DF)
model.lm <- formula(V1 ~ V2 + V3 + V4)
n <- 50
theta <- function(x, xdata){ lm(model.lm, data=xdata) }
results <- jackknife(1:n,theta,xdata=DF)
I was not able to find a similar example on the web, so I would really
appreciate some help.
TIA, Mark
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