Your interpretation of what the output is supposed to look like is actually correct. Take a look at the estimates of the bias in the BootStrap Statistics. You will see that they are the same as the difference between the location of colMeans of t and t0.
I hope that this helps, Andrew On Tue, May 03, 2011 at 12:15:05PM -0700, algorimancer wrote: > I am attempting to use package boot to summarize and compare the performance > of three models. I'm using R 2.13.0 in a Win32 environment. > > My statistic function returns a vector of 6 values, 3 of which are error > rates for different models, and 3 are pairwise differences between those > error rates. It looks like: > > multiEst<-function(dat,i) > { > .... > c(E1,E2,E3,E2-E1,E3-E1,E3-E2); > } > > then I call boot (using R=4 for simplicity of description) with: > > multiBoot=boot(data,multiEst,R=4) > > which gives reasonable results: > > Bootstrap Statistics : > original bias std. error > t1* 0.07 0.3775 0.04193249 > t2* 0.08 0.3750 0.04654747 > t3* 0.04 0.4200 0.05354126 > t4* 0.01 -0.0025 0.00500000 > t5* -0.03 0.0425 0.01500000 > t6* -0.04 0.0450 0.01290994 > > and the resulting "t0" contains the expected estimates of the statistics, > > multiBoot$t0 > [1] 0.07 0.08 0.04 0.01 -0.03 -0.04 > > however "t", which is supposed to contain bootstrap replicates of the > statistic, doesn't. It looks like this: > > multiBoot$t > [,1] [,2] [,3] [,4] [,5] [,6] > [1,] 0.46 0.47 0.46 0.01 0.00 -0.01 > [2,] 0.39 0.39 0.39 0.00 0.00 0.00 > [3,] 0.45 0.46 0.47 0.01 0.02 0.01 > [4,] 0.49 0.50 0.52 0.01 0.03 0.02 > > It is not clear where these columns come from --- they clearly do not > resemble the estimates in "t0". > > If I define a separate statistic function for each desired estimate, the > resulting "t" and "t0" are as expected, however it is important in this case > that the separate estimates derive from the same bootstrap replicates. > > Any helpful suggestions? Or have I come upon a bug in the implementation? > > Note: the documentation provides the following definitions for these > returned variables: > > t0 The observed value of statistic applied to data. > t A matrix with R rows each of which is a bootstrap replicate of > statistic. > > > > > > > > > > -- > View this message in context: > http://r.789695.n4.nabble.com/Unexp-behavior-from-boot-with-multiple-statistics-tp3493300p3493300.html > Sent from the R help mailing list archive at Nabble.com. > > ______________________________________________ > R-help@r-project.org mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code. -- Andrew Robinson Program Manager, ACERA Department of Mathematics and Statistics Tel: +61-3-8344-6410 University of Melbourne, VIC 3010 Australia (prefer email) http://www.ms.unimelb.edu.au/~andrewpr Fax: +61-3-8344-4599 http://www.acera.unimelb.edu.au/ Forest Analytics with R (Springer, 2011) http://www.ms.unimelb.edu.au/FAwR/ Introduction to Scientific Programming and Simulation using R (CRC, 2009): http://www.ms.unimelb.edu.au/spuRs/ ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.