I am fitting a generalized model to daily data that extends over a number
of years. I want to be able to bootstrap the regression coefficients (and
perhaps other stats) within groups (years) but also by blocks of say consecutive
three day periods to preserve serial correlation known to exit. The data looks
something like this:
Date Yr Ozone Temp Wspd Other variables
June 1 94 100 72 3.4
........
June 2 94 85 88 4.3
........
June 3 94 . . .
.....
........
Oct 30 99 120 76 4.5
.........
One form of the model being evaluated is:
Ozfit <- glm(Ozone ~ ns(temp,5) + ns(wspd,5 ) + .... + ns(yr,5),
family=quasi(link=log), data= .. )
I can bootstrap the reg coefficients nicely with
Ozfit.boot <- bootstrap(data = ..., statistic = coef(eval(Ozfit$call)), B
= 200, group = yr)
Is there some way I can use the bootstrap function (or the boot function from
statlib), to handle the serial correlation, e.g. bootsrap blocks of days so that
each block of days would be sampled rather than each day? Any other
suggestions for handling this issue are welcome. I am using Splus Pro 2000
release 2. Thanks.
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