simpleboot (version 1.1-8)

samples: Extract sampling distributions from bootstrapped linear/loess models.

Description

Extract sampling distributions of various entities from either a linear model or a loess bootstrap. Entities for linear models are currently, model coefficients, residual sum of squares, R-square, and fitted values (given a set of X values in the original bootstrap). For loess, one can extract residual sum of squares and fitted values.

Usage

samples(object, name = c("fitted", "coef", "rsquare", "rss"))

Value

Either a vector or matrix depending on the entity extracted. For example, when extracting the sampling distributions for linear model coefficents, the return value is p x R matrix where p is the number of coefficients and R is the number of bootstrap replicates.

Arguments

object

The output from either lm.boot or loess.boot.

name

The name of the entity to extract. The default is fitted values.

Author

Roger D. Peng

Examples

data(airquality)
attach(airquality)
lmodel <- lm(Ozone ~ Solar.R + Wind)
lboot <- lm.boot(lmodel, R = 100)

## Get sampling distributions for coefficients
s <- samples(lboot, "coef")

## Histogram for the intercept
hist(s[1,])