### Bootstrap Regression Coefficients ### Example: The hormone data. Amount in milligrams of anti-inflammatory hormone ### remaining in 27 devices, after a certain number of hours of wear. The devices ### were sampled from 3 different manufacturing lots, called 1, 2, 3. Lot 3 looks ### like it had greater amounts of remaining hormone, but it also was worn the least ### number of hours. x <- c(1,99,25.8, 1,152,20.5, 1,293,14.3, 1,155,23.2, 1,196,20.6, 1,53,31.1, 1,184,20.9, 1,171,20.9, 1,52,30.4, 2,376,16.3, 2,385,11.6, 2,402,11.8, 2,29,32.5, 2,76,32, 2,296,18, 2,151,24.1, 2,177,26.5, 2,209,25.8, 3,119,28.8, 3,188,22, 3,115,29.7, 3,88,28.9, 3,58,32.8, 3,49,32.5, 3,150,25.4, 3,107,31.7, 3,125,28.5) H <- matrix(x, ncol=3, byrow=T) # create data matrix # create the variables lot <- H[,1] hrs <- H[,2] amount <- H[,3] # plot the data ignoring lot plot(amount,hrs) # fit the linear model hrs = a + b*amount + e hormone <- data.frame(hrs,amount) H.lm <- lm(amount ~ hrs, hormone) summary(H.lm) # bootstrap the linear model hormone.boot <- bootstrap(hormone, coef(lm(amount ~ hrs, hormone)) summary(hormone.boot) plot(hormone.boot) # Next, the jackknife after the bootstrap is used to assess the accuracy of the3 standard # error estimates, and the influence of each observation on these estimates. hormone.jack <- jack.after.bootstrap(hormone.boot,"SE") hormone.jack plot(hormone.jack)