[英]Bootstrapping function with data.table
我一直在嘗試編寫一個函數,該函數從一個簡單的回歸模型中獲取結果並計算 Glass 的 Delta 尺寸效應。 那很簡單。 現在的問題是我想計算這個值的置信區間,當我將它與boot
庫一起使用時,我不斷收到錯誤消息。
我試圖遵循這個答案,但沒有成功。
作為示例,我將使用 Stata 數據集
library(data.table)
webclass <- readstata13::read.dta13("http://www.stata.com/videos13/data/webclass.dta")
#estimate impact
M0<-lm(formula = math ~ treated ,data = webclass)
######################################
##### Effect Size ######
## Glass's delta=M1-M2/SD2 ##
####################################
ESdelta<-function(regmodel,yvar,tvar,msg=TRUE){
Data<-regmodel$model
setDT(Data)
meanT<-mean(Data[get(tvar)=="Treated",get(yvar)])
meanC<-mean(Data[get(tvar)=="Control",get(yvar)])
sdC<-sd(Data[get(tvar)=="Control",get(yvar)])
ESDelta<-(meanT-meanC)/sdC
if (msg==TRUE) {
cat(paste("the average scores of the variable-",yvar,"-differ by approximately",round(ESDelta,2),"standard deviations"))
}
return(ESDelta)
}
ESdelta(M0,"math","treated",msg = F)
#0.7635896
現在,當我嘗試使用引導功能時,出現以下錯誤
boot::boot(M0, statistic=ESdelta, R=50,"math","treated")
#Error in match.arg(stype) : 'arg' should be one of “i”, “f”, “w”
謝謝
在引導手冊中(鍵入?boot):
統計:[...] 傳遞的第一個參數將始終是原始數據。 第二個將是定義引導樣本的索引、頻率或權重向量。
您無法引導模型,因此您修改函數以使用 data.table 和索引,必須在以下之后指定函數的其他參數:
ESdelta<-function(Data,inds,yvar,tvar,msg=TRUE){
Data = Data[inds,]
meanT<-mean(Data[get(tvar)=="Treated",get(yvar)])
meanC<-mean(Data[get(tvar)=="Control",get(yvar)])
sdC<-sd(Data[get(tvar)=="Control",get(yvar)])
ESDelta<-(meanT-meanC)/sdC
if (msg==TRUE) {
cat(paste("the average scores of the variable-",yvar,"-differ by approximately",round(ESDelta,2),"standard deviations"))
}
return(ESDelta)
}
Dat <- setDT(M0$model)
bo = boot(Dat, statistic=ESdelta, R=50,yvar="math",tvar="treated",msg=FALSE)
> bo
ORDINARY NONPARAMETRIC BOOTSTRAP
Call:
boot(data = Dat, statistic = ESdelta, R = 50, yvar = "math",
tvar = "treated", msg = FALSE)
Bootstrap Statistics :
original bias std. error
t1* 0.7635896 0.05685514 0.4058304
您可以通過執行以下操作獲取 ci:
boot.ci(bo)
BOOTSTRAP CONFIDENCE INTERVAL CALCULATIONS
Based on 50 bootstrap replicates
CALL :
boot.ci(boot.out = bo)
Intervals :
Level Normal Basic
95% (-0.0887, 1.5021 ) (-0.8864, 1.5398 )
Level Percentile BCa
95% (-0.0126, 2.4136 ) (-0.1924, 1.7579 )
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