parametric_bootstrap {asympDiag} | R Documentation |
Perform Parametric Bootstrap Simulations
Description
This function performs parametric bootstrap simulations by generating new response values based on the fitted model, refitting the model on these new responses, and computing a user-defined statistic for each simulated model.
Usage
parametric_bootstrap(
model,
statistic,
nsim,
responses = NULL,
refit_fn = NULL,
show_progress = TRUE,
simplify = TRUE,
stat_hc = NULL,
show_message_count = TRUE,
show_warning_count = TRUE,
show_not_converged_count = TRUE,
...
)
Arguments
model |
A fitted model object that will be used to simulate responses. |
statistic |
A function that computes the desired statistic from the refitted model. It must take the refitted model as an argument. |
nsim |
The number of simulations to perform. |
responses |
An optional list of values to be used as response variables to refit the model. |
refit_fn |
Function to refit the model with new responses. If |
show_progress |
Display a progress bar for the simulation iteration. |
simplify |
logical or character string; should the result be simplified to a vector, matrix or higher dimensional array if possible? If occurs any errors during the refit procedure, the results will be a list, regardless of the value of this argument. |
stat_hc |
A function that verifies if the computed statistic is correct. It should return nothing, just throw errors to halt execution. |
show_message_count |
Show total of captured messages from |
show_warning_count |
Show total of captured warnings from |
show_not_converged_count |
Show total of models that didn't converge as a warning. It only shows if the number of models that didn't converged is greater than 0. |
... |
Additional arguments to be passed to |
Details
This function implements a parametric bootstrap procedure.
It generates new response values from the fitted model, refits
the model for each simulated response, and computes a user-defined statistic on the refitted model.
The refit function can be customized through the refit_fn
argument.
If show_progress
is TRUE
, the progress of the simulations will be
displayed using a progress bar from the cli
package.
Value
A list containing the following elements:
result
A list of length nsim if
simplify
isFALSE
. Otherwise an atomic vector or matrix or list of length nsim.responses
The list of simulated response values.
simulation_warning
A logical vector indicating whether a warning occurred during model refitting for each simulation.
converged
A logical vector indicating whether the model refit converged for each simulation.
Examples
model <- lm(mpg ~ wt + hp, data = mtcars)
statistic <- function(model) coef(model)[["wt"]]
bootstrap_results <- parametric_bootstrap(model, statistic, nsim = 100)
wt_coefs <- Reduce(c, bootstrap_results$result)
summary(wt_coefs)