Hi Jean, Many thanks, I got it but there is still a problem. When trying to bootstrap the confidence intervals, I get these messages.
boot.ci(results,type="bca",index=1) [1] "All values of t are equal to 5.75620151906917 \n Cannot calculate confidence intervals" NULL > boot.ci(results,type="bca",index=2) [1] "All values of t are equal to 0.618293471234648 \n Cannot calculate confidence intervals" NULL > boot.ci(results,type="bca",index=3) [1] "All values of t are equal to 0.148068842921784 \n Cannot calculate confidence intervals" NULL Here is the reproducible example : GDP.LOG <-c(14,12,13,15.5,16,17,16.5,13.5,12.5,12) Quality.score <-c(12,11,13,14,15,16,12,10,9,9) Competitivness.score=c(8,6,7,5,6.5,7,8,4.5,6,7) fit <- lm(formula = GDP.LOG ~ Quality.score + Competitivness.score) install.packages("boot") library(boot) bs=function(formula,data,indices){ d=data[indices,] fit=lm(formula,data=Dataset) return(coef(fit)) } results=boot(data=Dataset,statistic=bs, R=2000,formula= GDP.LOG ~ Quality.score + Competitivness.score) boot.ci(results,type="bca",index=1) boot.ci(results,type="bca",index=2) boot.ci(results,type="bca",index=3) How to solve that problem ? Best, S. ________________________________ De : "Adams, Jean" <jvad...@usgs.gov> Cc : "r-help@r-project.org" <r-help@r-project.org> Envoyé le : Lundi 13 avril 2015 14h22 Objet : Re: [R] BIG difficulties in Using boot.ci (bot package) S, There is no mention of a type="bca" argument on the ?confint help file. You can look here for an example of using the boot.ci() function in the boot package: http://www.statmethods.net/advstats/bootstrapping.html > >Jean Dear R-Experts, > >I am trying to compute the BCa nonparametric bootstrap on regression >coefficients. > >Here is the reproducible example : > >GDP.LOG <-c(14,12,13,15.5,16,17,16.5,13.5,12.5,12) >Quality.score <-c(12,11,13,14,15,16,12,10,9,9) >Competitivness.score=c(8,6,7,5,6.5,7,8,4.5,6,7) >fit <- lm(formula = GDP.LOG ~ Quality.score + Competitivness.score) >confint(fit, level=.95) >confint.default(fit, level=.95) >confint(fit,level=.95,type="bca") > >I am not sure but I think that I can not get the nonparametric BCa bootstrap >with the confint function. As you can see, I have tried the argument >type="bca", I don’t get any error message, but the results don’t change, the >results are exactly the same as confint(fit,level=.95). >As I have understood, the default argument uses normal quantiles and the >method for linear models uses T-quantiles instead. >So, I have checked the boot package and the boot.ci function to calculate the >BCa bootstrap on the regression coefficients, but I don’t really understand >how to compute the code. >So, any help from you would be highly appreciated. > >Best, >S > >______________________________________________ >R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see >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. ______________________________________________ R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see 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.