boot
objectsBoot
function in car
uses the boot
function from the
boot
package to do a straightforward case
or residual bootstrap for a regression object. These are generic functions to
summarize the results of the bootstrap.## S3 method for class 'boot':
hist(x, parm, layout = NULL, ask, main = "", freq = FALSE,
estPoint = TRUE, point.col = "black", point.lty = 2, point.lwd = 2,
estDensity = !freq, den.col = "blue", den.lty = 1, den.lwd = 2,
estNormal = !freq, nor.col = "red", nor.lty = 2, nor.lwd = 2,
ci = c("bca", "none", "percentile"), level = 0.95, legend = c("top",
"none", "separate"), box = TRUE, ...)
## S3 method for class 'boot':
summary(object, parm, high.moments = FALSE, extremes = FALSE, ...)
## S3 method for class 'boot':
confint(object, parm, level = 0.95, type = c("bca", "norm",
"basic", "perc", "all"), ...)
boot
of class "boot"
.c(1, 1)
or c(4, 3)
, the layout
of the graph will have this many rows and columns. If not set, the program
will select an appropriate layout. If the number of graphs exceed nine, you
must select the layTRUE
, ask the user before drawing the next plot; if FALSE
, don't
ask.main=""
for no title.hist
is freq=TRUE
to give a frequency
histogram. The default here is freq=FALSE
to give a density
histogram. A density estimate and/or a fitted normal density can be added
to the graph if <estPoint=TRUE
, the default, a vertical line is drawn on the histgram
at the value of the point estimate computed from the complete data. The
remaining three optional arguments set the color, line type and line width
of the line that is estDensity=TRUE
andfreq=FALSE
, the default, a kernel density estimate is drawn
on the plot with a call to the density
function with no additional
arguments. The
remaining three optional arguments set the color,estNormal=TRUE
andfreq=FALSE
, the default, a normal density
with mean and sd computed from the data is drawn on the plot. The
remaining three optional arguments set the color, line type and line width
of the lines that are ci="bca"
or using the percentile method if
ci="percentile"
. No interval is drawn if
ci="none"
. The default is <hist
; for other methods this is included for compatibility with the generic method. For example, the argument
border=par()$bg
in hist
will draw the histogram transparently, leaving oconfint
, level
can be
a vector; for example level=c(.68, .90, .95)
will return the estimated
quantiles at c(.025, .05, .16, .84, .95, .975)
."percentile"
method, which uses the function
quantile
to return the appropriate quantiles for the confidence
limit specified, the default bca
whist
is used for the side-effect of drawing an array of historgams of
each column of the first argument. summary
returns a matrix of
summary statistics for each of the columns in the bootstrap object. The
confint
method returns confidence intervals. Print methodBoot
, hist
,
density
m1 <- lm(Fertility ~ ., swiss)
betahat.boot <- Boot(m1, R=99) # 99 bootstrap samples--too small to be useful
summary(betahat.boot) # default summary
confint(betahat.boot)
hist(betahat.boot)
Run the code above in your browser using DataLab