Hi, I am trying to compute bootstrap confidence intervals for weighted means of paired differences with the boot package. Unfortunately, the weighted mean estimate lies out of the confidence bounds and hence I am obviously doing something wrong.
Appreciate any help. Thanks. Here is a reproducible example: library(boot) set.seed(1111) x <- rnorm(50) y <- rnorm(50) weights <- runif(50) weights <- weights / sum(weights) dataset <- cbind(x,y,weights) vw_m_diff <- function(dataset,w, d) { differences <- dataset[d,1]-dataset[d,2] weights <- w[d] return(weighted.mean(x=differences, w=weights)) } res_boot <- boot(dataset, statistic=vw_m_diff, R = 1000, w=dataset[,3]) boot.ci(res_boot) *BOOTSTRAP CONFIDENCE INTERVAL CALCULATIONS* *Based on 1000 bootstrap replicates* *CALL : * *boot.ci <http://boot.ci>(boot.out = res_boot)* *Intervals : * *Level Normal Basic * *95% (-0.8365, -0.3463 ) (-0.8311, -0.3441 ) * *Level Percentile BCa * *95% (-0.3276, 0.1594 ) (-0.4781, -0.3477 ) * weighted.mean(x=dataset[,1]-dataset[,2], w=dataset[,3]) *[1] -0.07321734* [[alternative HTML version deleted]] ______________________________________________ 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.