Bootstrapping in R Programming - GeeksforGeeks

16 Dec, 2021
Bootstrapping is a technique used in inferential statistics that work on building random samples of single datasets again and again. Bootstrapping allows calculating measures such as mean, median, mode, confidence intervals, etc. of the sampling. 
Select the number of bootstrap samples.
Select the size of each sample.
For each sample, if the size of the sample is less than the chosen sample, then select a random observation from the dataset and add it to the sample.
Measure the statistic on the sample.
Measure the mean of all calculated sample values.
There are 2 methods of bootstrapping: 
Residual Resampling: This method is also called as model-based resampling. This method assumes that model is correct and errors are independent and distributed identically. After each resampling, variables are redefined and new variables are used to measure the new dependent variables.
Bootstrap Pairs: In this method, dependent and independent variables are used together as pairs for sampling.
Confidence Interval (CI) is a type of computational value calculated on sample data in statistics. It produces a range of values or an interval where the true value lies for sure. There are 5 types of confidence intervals in bootstrapping as follows: 
Basic: It is also known as Reverse Percentile Interval and is generated using quantiles of bootstrap data distribution. Mathematically,
where,represents confidence interval, mostly represents bootstrapped coefficients represents percentile of bootstrapped coefficients 
Normal: Normal CI is mathematically given as,
where,
represents a value from dataset t b is the bias of bootstrap estimate i.e.,  
represents quantile of bootstrap distribution represents standard error of
Stud: In studentized CI, data is normalized with center at 0 and standard deviation 1 correcting the skew of distribution.
Perc – Percentile CI is similar to basic CI but with different formula,
BCa: This method adjusts for both bias and skewness but can be unstable when outliers are extreme. Mathematically,
The syntax to perform bootstrapping in R programming is as follows:
Syntax: boot(data, statistic, R)
Parameters: 
data represents dataset
statistic represents statistic functions to be performed on dataset
R represents number of samples
To learn about more optional arguments of boot() function, use below command:
help("boot")
Example: 
R
# Library required for boot() functioninstall.packages("boot") # Load the librarylibrary(boot) # Creating a function to pass into boot() functionbootFunc <- function(data, i){df <- data[i, ]c(cor(df[, 2], df[, 3]),    median(df[, 2]),    mean(df[, 1]))} b <- boot(mtcars, bootFunc, R = 100) print(b) # Show all CI valuesboot.ci(b, index = 1)
Output: 
ORDINARY NONPARAMETRIC BOOTSTRAP
Call:
boot(data = mtcars, statistic = bootFunc, R = 100)


Bootstrap Statistics :
      original       bias    std. error
t1*  0.9020329 -0.002195625  0.02104139
t2*  6.0000000  0.340000000  0.85540468
t3* 20.0906250 -0.110812500  0.96052824


BOOTSTRAP CONFIDENCE INTERVAL CALCULATIONS
Based on 100 bootstrap replicates

CALL : 
boot.ci(boot.out = b, index = 1)

Intervals : 
Level      Normal              Basic         
95%   ( 0.8592,  0.9375 )   ( 0.8612,  0.9507 )  

Level     Percentile            BCa          
95%   ( 0.8534,  0.9429 )   ( 0.8279,  0.9280 )  
Calculations and Intervals on Original Scale
Some basic intervals may be unstable
Some percentile intervals may be unstable
Warning : BCa Intervals used Extreme Quantiles
Some BCa intervals may be unstable
Warning messages:
1: In boot.ci(b, index = 1) :
  bootstrap variances needed for studentized intervals
2: In norm.inter(t, adj.alpha) :
  extreme order statistics used as endpoints
kumar_satyam
R Language
Writing code in comment?
Please use ide.geeksforgeeks.org,
generate link and share the link here.
Change column name of a given DataFrame in R
How to Replace specific values in column in R DataFrame ?
Filter data by multiple conditions in R using Dplyr
Loops in R (for, while, repeat)
Adding elements in a vector in R programming - append() method
How to change Row Names of DataFrame in R ?
Change Color of Bars in Barchart using ggplot2 in R
Convert Factor to Numeric and Numeric to Factor in R Programming
Group by function in R using Dplyr
How to Change Axis Scales in R Plots?