Bootstrap in R
Bootstrapping is a statistical method for estimating the uncertainty of a statistic by repeatedly sampling from the data with replacement. This means that each data point can be selected multiple times in the bootstrap sample.
Bootstrapping is a non-parametric method, which means that it does not make any assumptions about the distribution of the data. This makes it a versatile technique that can be used to estimate the uncertainty of a statistic for any type of data.
Bootstrapping can be used to estimate the standard error of a statistic, the confidence interval for a statistic, or the p-value for a hypothesis test.
Here are some of the key steps involved in bootstrapping:
- Draw a bootstrap sample from the data with replacement.
- Calculate the statistic of interest on the bootstrap sample.
- Repeat steps 1 and 2 many times.
- Calculate the distribution of the statistic from the bootstrap samples.
- The distribution of the statistic from the bootstrap samples is called the bootstrap distribution. The bootstrap distribution can be used to estimate the uncertainty of the statistic.
Bootstrap in R
Bootstrapping can be performed in R using the boot package. The boot package provides a variety of functions for bootstrapping, including:
- boot(): This function performs bootstrapping for a general statistic.
- boot.ci(): This function calculates confidence intervals using bootstrapping.
- boot.test(): This function performs hypothesis tests using bootstrapping.
For example, the following code performs bootstrapping to estimate the standard error of the mean of the iris dataset:
The boot() function takes three arguments:
- data: A data frame or vector that contains the data.
- statistic: A function that calculates the statistic of interest.
- R: The number of bootstrap samples to draw.
The output of the boot() function is an object that contains the results of the bootstrapping. You can use the se() function to extract the standard error from the bootstrap object.
The following code calculates a 95% confidence interval for the mean of the iris dataset using bootstrapping:
The boot.ci() function takes three arguments:
- object: A bootstrap object.
- type: The type of confidence interval to calculate.
- conf: The confidence level.
The output of the boot.ci() function is an object that contains the confidence interval. You can use the confint() function to extract the confidence interval from the bootstrap object.
Conclusion
Bootstrap provides a valuable tool for estimating statistics, assessing their uncertainty, and making inferences without making strong distributional assumptions about the data. It is particularly useful when dealing with small sample sizes or complex datasets.