Bootstrap statistics functions

Share:

Description

Functions to calculate the coefficient(s) of the robust linear regression model from a bootstrapped sample

Usage

1
2
3
4
5
6
7
bootStatResiduals(residData, inds, coefind, intercept = TRUE, maxTries = 4L)

bootStatCases(origData, inds, coefind, formula, maxTries = 4L)

bootStatFastControl(model)

bootStatFast(origData, inds, control, coefind)

Arguments

residData

the original data set with the columns fit, resid and the predictor variables instead of the response variable.

inds

the resampled indices.

coefind

the index of the coefficient to extract.

intercept

if the model includes an intercept term.

maxTries

the maximum number of tries to increase the maxit control arguments for the S estimator.

origData

the original data set.

formula

the formula to fit the model

model

The lmrob model

control

the control object as returned by bootStatFastControl.

Details

Different approaches for bootstrapping have been implemented. The default "fast and robust bootstrap" (FRB) proposed by M. Salibian-Barrera, et al. (2002), implemented with bootStatFast is the fastest and most resistant to outliers, while the other two bootStatResiduals and bootStatCases are standard bootstrap methods, where the residuals resp. the cases are resampled and the model is fit to this data.

References

M. Salibian-Barrera, S. Aelst, and G. Willems. Fast and robust bootstrap. Statistical Methods and Applications, 17(1):41-71, 2008.

See Also

bootcoefs