| Date: | Thu, 15 May 1997 15:20:13 GMT |
| Reply-To: | David Nichols <nichols@SPSS.COM> |
| Sender: | "SPSSX(r) Discussion" <SPSSX-L@UGA.CC.UGA.EDU> |
| From: | David Nichols <nichols@SPSS.COM> |
| Organization: | SPSS, Inc. |
| Subject: | Re: Resampling Statistics (e.g. bootstrapping, jackknife)?? |
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In article <337a47b0.414296@netnews2.worldnet.att.net>,
Gregory A. Light <greg.light@worldnet.att.net> wrote:
>Are there any macros available to perform resampling techniques such
>as bootstrapping or jackknifing?
There has been a macro to do leaving one out classification in a
discriminant analysis for some time (it's shipped with the Advanced
Statistics module). We added the feature to the DISCRIMINANT
procedure for Release 7.5. Note that this is not specifically a
jackknife, though it's often referred to that way. The true
jackknife holds out each case, produces a solution and classifies
all cases, while this leaving one out or U-method classifies only
the held out case.
The CNLR procedure will produce bootstrapped estimates of standard
errors for regression models. I don't know of any macros for
bootstrapping, but I have some syntax that David Marso wrote to
create a file with bootstrapped samples:
COMPUTE ID=$CASENUM .
SAVE OUTFILE 'BOOTDATA.SAV'.
INPUT PROGRAM .
LOOP SAMP=1 to nsamples.
LOOP V = 1 to ncases.
COMPUTE ID=TRUNC(UNIFORM(ncases)) + 1.
END CASE.
LEAVE SAMP.
END LOOP.
END LOOP.
END FILE.
END INPUT PROGRAM .
SORT CASES BY ID .
MATCH FILES / FILE * / TABLE 'BOOTDATA.SAV' / BY ID .
SORT CASES BY SAMP.
SPLIT FILE BY SAMP.
--
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David Nichols Senior Support Statistician SPSS, Inc.
Phone: (312) 329-3684 Internet: nichols@spss.com Fax: (312) 329-3668
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