lm.boot: Linear model bootstrap. In simpleboot: Simple Bootstrap Routines

Description

Bootstrapping of linear model fits (using lm). Bootstrapping can be done by either resampling rows of the original data frame or resampling residuals from the original model fit.

Usage

 1 2 lm.boot(lm.object, R, rows = TRUE, new.xpts = NULL, ngrid = 100, weights = NULL)

Arguments

 lm.object A linear model fit, produced by lm. R The number of bootstrap replicates to use. rows Should we resample rows? Setting rows to FALSE indicates resampling of residuals. new.xpts Values at which you wish to make new predictions. If specified, fitted values from each bootstrap sample will be stored. ngrid If new.xpts is NULL and the regression is 2 dimensional, then predictions are made on an evenly spaced grid (containing ngrid points) spanning the range of the predictor values. weights Reseampling weights; a vector of length equal to the number of observations.

Details

Currently, "lm.simpleboot" objects have a simple print method (which shows the original fit), a summary method and a plot method.

Value

An object of class "lm.simpleboot" (which is a list) containing the elements:

 method Which method of bootstrapping was used (rows or residuals). boot.list A list containing values from each of the bootstrap samples. Currently, bootstrapped values are model coefficients, residual sum of squares, R-square, and fitted values for predictions. orig.lm The original model fit. new.xpts The locations where predictions were made. weights The resampling weights. If none were used, this component is NULL

Author(s)

Roger D. Peng

The plot.lm.simpleboot method.

Examples

 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 data(airquality) attach(airquality) set.seed(30) lmodel <- lm(Ozone ~ Wind) lboot <- lm.boot(lmodel, R = 1000) summary(lboot) ## With weighting w <- runif(nrow(model.frame(lmodel))) lbootw <- lm.boot(lmodel, R = 1000, weights = w) summary(lbootw) ## Resample residuals lboot2 <- lm.boot(lmodel, R = 1000, rows = FALSE) summary(lboot2)

Example output

Simple Bootstrap Routines (1.1-3 2008-04-30)
BOOTSTRAP OF LINEAR MODEL  (method = rows)

Original Model Fit
------------------
Call:
lm(formula = Ozone ~ Wind)

Coefficients:
(Intercept)         Wind
96.873       -5.551

Bootstrap SD's:
(Intercept)         Wind
9.1083683    0.8142714

BOOTSTRAP OF LINEAR MODEL  (method = rows)

Original Model Fit
------------------
Call:
lm(formula = Ozone ~ Wind)

Coefficients:
(Intercept)         Wind
96.873       -5.551

Bootstrap SD's:
(Intercept)         Wind
9.3130444    0.7848792

BOOTSTRAP OF LINEAR MODEL  (method = residuals)

Original Model Fit
------------------
Call:
lm(formula = Ozone ~ Wind)

Coefficients:
(Intercept)         Wind
96.873       -5.551

Bootstrap SD's:
(Intercept)         Wind
7.3278953    0.6832981

simpleboot documentation built on May 2, 2019, 4:16 a.m.