[R] Estimation of S.E. based on bootstrapping (functions with two or more arguments)

[Chuck Cleland]

On 1/21/2010 7:45 AM, Tomas Zelinsky wrote:
>    Hi all,
> 
>    I need to estimate S.E. of a certain indicator. The function to compute the
>    value of indicator contains two arguments. Can anybody tell me how to do it?
> 
>    Example:
>    
>    We have data:
>    a <- c(1:10)
>    b <- c(11:20)
>    data <- data.frame(a, b)
> 
>    Function to compute value of the indicator:
>    indicator <- function(X, Y) sum(X)/(sum(Y)*2)
> 
>    Next I need to do the bootstrapping and estimate mean value of indicator and
>    its standard error.
> 
>    If the function (indicator in my case) contained only one argument, there
>    would not  be a problem, the code would look like:
> 
>    resamples <- lapply(1:1000, function(i) sample(data, replace = T))
>    r.indicator <- sapply(resamples, indicator)
>    mean(r.indicator)
>    sqrt(var(r.indicator))
> 
> 
>    But in case of function with two arguments it doesn�t work. I tried to do it
>    like:
>    resamples <- lapply(1:1000, function(i) data[sample(1:nrow(data), replace =
>    TRUE),])
>    r.indicator <- sapply(resamples, indicator)
> 
>    but it didn't work.
> 
> 
>    Can anybody help?

  How about using boot() in package boot?  Using your example:

 a <- c(1:10)
 b <- c(11:20)
DF <- data.frame(a,b)

library(boot)

boot(DF,
     statistic = function(d, ind){sum(d$a[ind])/sum(d$b[ind]*2)},
     R = 1000)

ORDINARY NONPARAMETRIC BOOTSTRAP

Call:
boot(data = DF, statistic = function(d, ind) {
    sum(d$a[ind])/sum(d$b[ind] * 2)
}, R = 1000)

Bootstrap Statistics :
     original       bias    std. error
t1* 0.1774194 -0.001594390  0.01902264

>    Thanks a lot.
> 
>    Tomas
> 
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> 
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-- 
Chuck Cleland, Ph.D.
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