[R] bootstrap
arun
smartpink111 at yahoo.com
Wed May 29 16:47:34 CEST 2013
Hi,
Don't know if this helps:
set.seed(244)
data1<- generate(10)
data1
x1 x2 x3 x4 x5 x6
1 -0.89558948 -0.5609722069 -1.0782688 -1.2461548 -0.58857050 1.5708187
2 -0.82379187 -0.9056306209 -1.5700755 -0.6045090 -0.19683863 -0.8969354
3 -1.04303377 -0.2379109244 -0.6589381 -0.7521561 1.37492952 -2.7515409
4 0.00783492 0.4249100106 -0.8221292 -0.6220925 0.91199682 0.6365096
5 0.72986110 0.5355575043 1.7584239 1.4474157 -0.46647958 -0.3799255
6 -1.83691611 1.4025663889 -1.0857996 1.3311993 -2.32091759 0.5866616
7 0.10720511 0.6393573943 -0.2811223 2.2800918 0.09360948 0.9441684
8 -0.36297232 0.6974249024 0.9024777 2.0952564 0.22731336 0.7809357
9 -1.28146538 0.0002775273 1.5413933 -3.2237494 -1.31165562 0.6511996
10 -0.65215069 1.8909461951 -0.7355757 0.3532028 0.05926608 1.6003263
x7 x8 x9 x10 t y
1 -1.24153055 0.1660665 -0.1791897 0.9132159 0 -1.437598
2 0.76953162 0.6579521 -0.2985585 -0.4716139 0 -2.474706
3 -0.70071814 1.4526669 0.4641041 -1.7046221 1 -0.182020
4 0.70752895 -0.1725368 0.8811518 -0.8023556 0 -3.658734
5 -0.02086093 2.1676000 1.8696969 0.4655824 0 -5.059184
6 -0.39706026 1.4280016 0.6295243 -2.2591846 1 -3.229792
7 -0.47859335 1.9391822 1.1545306 -0.3825239 0 -3.989109
8 -0.96075661 2.4411561 -1.9833116 -0.2589653 0 -1.998027
9 -2.82823504 0.1234223 1.1404231 1.3262285 0 -5.323757
10 0.37175204 -1.4488875 -0.2680561 -2.2540178 0 -5.818188
res1<-as.data.frame(t(sample(as.data.frame(t(data1)),20,replace=TRUE)))
row.names(res1)<-1:nrow(res1)
head(res1,2)
# x1 x2 x3 x4 x5 x6 x7
#1 0.00783492 0.424910 -0.8221292 -0.6220925 0.91199682 0.6365096 0.707529
#2 -0.65215069 1.890946 -0.7355757 0.3532028 0.05926608 1.6003263 0.371752
# x8 x9 x10 t y
#1 -0.1725368 0.8811518 -0.8023556 0 -3.658734
#2 -1.4488875 -0.2680561 -2.2540178 0 -5.818188
A.K.
________________________________
From: Angela Fel Padecio <solewolf301 at yahoo.com>
To: arun <smartpink111 at yahoo.com>
Sent: Wednesday, May 29, 2013 10:33 AM
Subject: Re: bootstrap
hi. thanks for the reply. generally, the command for bootstrapping in R is
sample(x, size, replace=T)
however, i want my x to be the vectors x1 to x10, t and y. i can't do it because i this is what i get:
for instance,
simdata<-sample(data, 20, replace=T)
simdata
x6 x7 x8 x10 x9 x8.1
1 -1.53816891 1.2408110 0.06074567 0.98045523 1.86121959 0.06074567
2 1.33138543 -1.7287688 0.21719209 -0.03431542 0.69361696 0.21719209
3 0.50121104 -2.1667913 0.29435635 2.75808453 -0.07115435 0.29435635
4 -0.87952116 0.8968212 -1.10899986 0.02983622 0.57830958 -1.10899986
5 -0.03325816 -0.2172203 -1.23341708 -0.71446145 0.91041824 -1.23341708
x2 x3 t x3.1 x1 x1.1 t.1 x7.1
1 1.971549999 0.7930340 1 0.7930340 1.4209575 1.4209575 1 1.2408110
2 -0.513132396 2.3926484 0 2.3926484 -0.7346689 -0.7346689 0 -1.7287688
3 0.408742759 1.2250794 0 1.2250794 -1.0200933 -1.0200933 0 -2.1667913
4 -0.048902349 1.2637351 1 1.2637351 -2.3791083 -2.3791083 1 0.8968212
5 0.008808758 0.2171343 1 0.2171343 1.8278435 1.8278435 1 -0.2172203
x10.1 x5 x5.1 x2.1 x10.2 x3.2
1 0.98045523 0.8283620 0.8283620 1.971549999 0.98045523 0.7930340
2 -0.03431542 -0.3461855 -0.3461855 -0.513132396 -0.03431542 2.3926484
3 2.75808453 -0.4661471 -0.4661471 0.408742759 2.75808453 1.2250794
4 0.02983622 0.4343037 0.4343037 -0.048902349 0.02983622 1.2637351
5 -0.71446145 0.9696091 0.9696091 0.008808758 -0.71446145 0.2171343
________________________________
From: arun <smartpink111 at yahoo.com>
To: Angela Fel Padecio <solewolf301 at yahoo.com>
Cc: R help <r-help at r-project.org>
Sent: Wednesday, May 29, 2013 9:15 PM
Subject: Re: bootstrap
Hi,
You might need to check library(boot). I have never used that before. So, I can't comment much. It is better to post on R-help list. I had seen your postings on Nabble in the past. Unfortunately those postings were not accepted in R-help. You have to directly post at r-help at r-project.org after registering at:
https://stat.ethz.ch/mailman/listinfo/r-help
________________________________
From: Angela Fel Padecio <solewolf301 at yahoo.com>
To: arun <smartpink111 at yahoo.com>
Sent: Wednesday, May 29, 2013 9:05 AM
Subject: bootstrap
hi. i have these dataset:
set.seed(12345)
S=1000
generate <- function(size) {
x1 <- rnorm(size, mean=0, sd=1)
x2 <- rnorm(size, mean=0, sd=1)
x3 <- rnorm(size, mean=0, sd=1)
x4 <- rnorm(size, mean=0, sd=1)
x5 <- rnorm(size, mean=0, sd=1)
x6 <-
rnorm(size, mean=0, sd=1)
x7 <- rnorm(size, mean=0, sd=1)
x8 <- rnorm(size, mean=0, sd=1)
x9 <- rnorm(size, mean=0, sd=1)
x10 <- rnorm(size, mean=0, sd=1)
e<-rnorm(size, mean=0, sd=1)
t_trueps <- (1 + exp( -(b0 + b1*x1 + b2*x2 + b3*x3 + b4*x4 + b5*x5 + b6*x6 + b7*x7
+ b2*x2*x2 + b4*x4*x4 + b7*x7*x7 + b1*0.5*x1*x3 + b2*0.7*x2*x4 +b3*0.5*x3*x5
+ b4*0.7*x4*x6 + b5*0.5*x5*x7 + b1*0.5*x1*x6 + b2*0.7*x2*x3 + b3*0.5*x3*x4
+ b4*0.5*x4*x5 + b5*0.5*x5*x6) ) )^-1
prob.exposure <- runif(size)
t <- ifelse(t_trueps > prob.exposure, 1, 0)
y <- a0 + a1*x1 + a2*x2 + a3*x3 + a4*x4 +a5*x8 + a6*x9 + a7*x10 + g1*t + e
sim <- as.data.frame(cbind(x1, x2, x3 ,x4, x5, x6, x7, x8, x9, x10, t, y))
return(sim)
}
b0 <- 0.05
b1 <- 0.95
b2 <- -0.25
b3 <- 0.6
b4
<- -0.4
b5 <- -0.8
b6 <- -0.5
b7 <- 0.7
a0 <- -3.85
a1 <- 0.3
a2 <- -0.36
a3 <- -0.73
a4 <- -0.2
a5 <- 0.71
a6 <- -0.19
a7 <- 0.26
g1 <- -0.4
How can i have a bootstrap sample of 5 from size 10 with 1000 replications, i.e,
data<-generate(10)
where entire row is chosen. for example, if i have this result:
> data<-generate(10)
> data
x1 x2 x3 x4 x5 x6
1 0.9374775 -2.26118020 -1.7502526 -0.04386488 0.6760577 0.5125265
2 -1.3379878 0.54495810 -1.1884175 -0.25142873 -0.7389659
-2.7850113
3 -0.5633375 -0.59191774 -1.4772120 0.74107022 -0.2862497 0.8067138
4 0.3050390 -0.40174654 0.2980965 0.19234445 1.0762513 0.1604186
5 0.6919353 -0.13762332 -0.5352159 0.69566392 1.3655018 -0.8463535
6 0.2988476 1.15431908 -0.1172911 1.38397105 0.2631057 1.7943873
7 -0.1424191 -0.06971174 -1.2759867 -1.25774074 1.2320712 1.7419884
8 1.1835778 -0.06363542 -0.4772019 -0.46848004 1.0064428 -0.6327513
9 0.1942304 -0.79500297 -1.1120049 0.60023523 0.2210129 -1.7187271
10 -2.3568380 0.34227984 -1.0006803 -0.09190608 0.1187722 -0.5756797
x7 x8 x9
x10 t y
1 0.7249311 0.2420102 2.51106406 1.6699921 0 -2.019059
2 -0.5209441 0.4935232 -0.31236000 -0.7717535 1 -2.286814
3 -1.0086591 0.6120889 -0.19684965 0.3355901 0 -2.785737
4 -0.4003396 0.9890145 -2.10427706 0.5364553 1 -2.782166
5 -0.1662400 -0.1357740 0.80220396 -0.3509522 0 -2.424431
6 2.1162941 1.4961478 0.02505993 0.8154658 1 -6.140725
7 0.9965705 1.0531386 0.53474097 -0.1415918 0 -2.922637
8 -0.1959067 -0.3507144 1.15341204 0.6018451 1 -2.602453
9 1.0153402 -0.2612589 -0.70037063 0.4304613 1 -2.788079
10 0.5378466 0.8504346 1.66384979 -1.2695204 0
-3.749164
entire entries of row 1,3,5,7,9 for instance are chosen with 1000. your help is highly appreciated.
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