Dear R-experts, Below the reproducible example. I have tried to write a function that returns the statistic of interest (MSE in my case). I have run boot( ) where the function is included in the statistic argument. I have run boot.ci with the result from boot( ). I guess the error comes from the data : bootResults <- boot(data=?????,statistic=mse, R=1000) Many thanks for your help.
################################################## library(mgcv) library(earth) library(boot) n<-2000 x <-runif(n, 0, 5) z <- rnorm(n, 2, 3) a <- runif(n, 0, 5) y_model<- 0.1*x^3 - 0.5 * z^2 - a + 10 y_obs<-rnorm(n, y_model, 0.1) gam_model<- gam(y_obs~s(x)+s(z)+s(a)) mars_model<-earth(y_obs~x+z+a) MSE_GAM<-mean((gam_model$fitted.values - y_model)^2) MSE_MARS<-mean((mars_model$fitted.values - y_model)^2) MSE_GAM MSE_MARS mse <- function(data,i) { boot.gam <- gam(y_obs~s(x)+s(z)+s(a),data=data[i,]) return(mean(boot.gam$residuals^2)) } bootResults <-boot(data=data,statistic=mse,R=1000) mse <- function(data,i) { boot.earth <- earth((y_obs~x+z+a),data=data[i,]) return(mean(boot.earth$residuals^2)) } bootResults <-boot(data=data,statistic=mse,R=1000) ################################################## Le lundi 23 septembre 2019 à 21:42:56 UTC+2, varin sacha via R-help <r-help@r-project.org> a écrit : Dear R-Experts, Here is my reproducible R code to get the Mean squared error of GAM and MARS after I = 50 iterations/replications. If I want to get the 95% bootstrap CIs around the MSE of GAM and around the MSE of MARS, how can I complete/modify my R code ? Many thanks for your precious help. ################## library(mgcv) library(earth) my.experiment <- function() { n<-500 x <-runif(n, 0, 5) z <- rnorm(n, 2, 3) a <- runif(n, 0, 5) y_model <- 0.1*x^3 - 0.5*z^2 - a + x*z + x*a + 3*x*a*z + 10 y_obs <- y_model +c( rnorm(n*0.97, 0, 0.1), rnorm(n*0.03, 0, 0.5) ) gam_model<- gam(y_obs~s(x)+s(z)+s(a)) mars_model<-earth(y_obs~x+z+a) MSE_GAM<-mean((gam_model$fitted.values - y_model)^2) MSE_MARS<-mean((mars_model$fitted.values - y_model)^2) return( c(MSE_GAM, MSE_MARS) ) } my.data = t(replicate( 50, my.experiment() )) colnames(my.data) <- c("MSE_GAM", "MSE_MARS") summary(my.data) ################## ______________________________________________ R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code. ______________________________________________ R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.