LMest (version 2.6.0)

bootstrap: Parametric bootstrap

Description

Function that performs bootstrap parametric resampling to compute standard errors for the parameter estimates.

Usage

bootstrap(est, ...)
# S3 method for LMbasic
bootstrap(est, n = 1000, B = 100, seed = NULL, ...)
# S3 method for LMbasiccont
bootstrap(est, n = 1000, B=100, seed = NULL, ...)
# S3 method for LMlatent
bootstrap(est, B = 100, seed = NULL, ...)
# S3 method for LMlatentcont
bootstrap(est, B = 100, seed = NULL, ...)

Arguments

est

an object obtained from a call to lmest and lmestCont

n

sample size

B

number of bootstrap samples

seed

an integer value with the random number generator state

…

further arguments

Value

Average of bootstrap estimates and standard errors for the model parameters in est object.

Examples

# NOT RUN {
data("data_SRHS_long")
SRHS <- data_SRHS_long[1:2400,]
SRHS$srhs <- 5 - SRHS$srhs

out1 <- lmest(responsesFormula = srhs ~ NULL,
            index = c("id","t"),
            data = SRHS,
            k = 3,
            tol = 1e-8,
            start = 1,
            modBasic = 1,
            out_se = TRUE,
            seed = 123)

boot1 <- bootstrap(out1)

out2 <- lmest(responsesFormula = srhs ~ NULL,
             latentFormula =  ~
             I(gender - 1) +
             I( 0 + (race == 2) + (race == 3)) +
             I(0 + (education == 4)) +
             I(0 + (education == 5)) +
             I(age - 50) + I((age-50)^2/100),
             index = c("id","t"),
             data = SRHS,
             k = 2,
             paramLatent = "multilogit",
             start = 0)

boot2 <- bootstrap(out2)

require(mmm)
data(multiLongGaussian)

t <- rep(1:4, times  = max(multiLongGaussian$ID))
multiLongGaussian <- data.frame(t = t, multiLongGaussian)

out3 <- lmestCont(responsesFormula = resp1 + resp2 ~ NULL,
                  index = c("ID", "t"),
                  data = multiLongGaussian,
                  k =3,
                  modBasic=1,
                  tol=10^-5)

boot3 <- bootstrap(out3)

out4 <- lmestCont(responsesFormula = resp1 + resp2 ~ NULL,
                   latentFormula = ~ X + time,
                   index = c("ID", "t"),
                   data = multiLongGaussian,
                   k = 3,
                   output=TRUE)
boot4 <- bootstrap(out4)
# }