LISTSERV at the University of Georgia
Menubar Imagemap
Home Browse Manage Request Manuals Register
Previous messageNext messagePrevious in topicNext in topicPrevious by same authorNext by same authorPrevious page (May 1997)Back to main SPSSX-L pageJoin or leave SPSSX-L (or change settings)ReplyPost a new messageSearchProportional fontNon-proportional font
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)??

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.

-- ----------------------------------------------------------------------------- David Nichols Senior Support Statistician SPSS, Inc. Phone: (312) 329-3684 Internet: nichols@spss.com Fax: (312) 329-3668 -----------------------------------------------------------------------------


Back to: Top of message | Previous page | Main SPSSX-L page