Programming, Statistics

Basic bootstrapping in R

I’ve been having some trouble determining how strata works in the boot() command.   My intuition says it should select from within each type of strata. But no guarantees!  I can always just type “boot” and read the whole command line for line… but this isn’t always easy to interpret without comments.
So here’s a quick test to make sure it does what I think it does.

library(boot) #load the package
x<-rep(c(0,100,0,1), each=20) #make a long list of 20 zeros,20 one hundreds, 20 zeros, 20 ones.pool<-matrix(x, ncol=2) #make that list into a 20 by 2 matrix, filling it downward.

pool #let’s look at it.
f<-function(pool,i){
mean(pool[i,1]) #mean of the first column of pool, using individuals i
} #create a function that uses (data, individuals)
boot(pool,f, R=500) #resample and perform that operation 500 times.  Has variation in output.
boot(pool,f, R=500, strata=pool[,2]) #resample and perform that operation -reselecting from within the strata on the rhs. Since all observations within each strata are identical, the standard deviation should be zero.

Here’s an interesting mistake that I made while creating this command.

f<-function(pool,i){
mean(pool[,1])
} #create a function that uses (data, individuals)
boot(pool,f, R=500) #Has no variation in bootstrapping.  Why? What’s up with that?

Answer: There’s no individuals. It just resamples the entire population of the first column of pooled 500 times, getting the final result as shown.

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