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19.1: Jackknife sampling

  • Page ID
    45265
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    Introduction

    edits: — under construction —

    R packages

    There are several R packages one could use. The package bootstrap may be the the most general, and includes a jackknife routine suitable for any function. This page demonstrates jackknife estimate of correlation.

    Example data set of cars, showing stopping distance by speed of car (scroll down or click here).

    install package bootstrap

    Jackknife estimates on linear models

    These procedures can be done with the bootstrap package, but lmboot is a specific package to solve the problem

    install package lmboot

    Example data set, Tadpoles from Chapter 14, copied to end of this page for your convenience (scroll down or click here).

    R code

    jackknife(VO2~Body.mass, data = Tadpoles)

    R returns two values:

    1. bootEstParam, which are the jackknife parameter estimates. Each column in the matrix lists the values for a coefficient. For this model, bootEstParam$[,1] is the intercept and bootEstParam$[,2] is the slope.
    2. origEstParam, a vector with the original parameter estimates for the model coefficients.
    $bootEstParam
         (Intercept) Body.mass
    [1,]   -660.8403  472.6841
    [2,]   -539.5951  430.3990
    [3,]   -612.8495  454.5188
    [4,]   -512.5914  423.0815
    [5,]   -543.1577  434.2789
    [6,]   -572.3895  442.9176
    [7,]   -613.7873  451.2656
    [8,]   -594.0366  446.2571
    [9,]   -582.1833  443.5404
    [10,]  -598.2244  456.0599
    [11,]  -531.3152  415.2467
    [12,]  -555.7287  430.5604
    [13,]  -726.8522  512.1268
    
    $origEstParam
    [,1]
    (Intercept) -583.0454
    Body.mass 444.9512

    Get necessary statistics and plots

    #95% CI slope
    quantile(jack.model.1$bootEstParam[,2], probs=c(.025, .975))

    R returns

        2.5%    97.5% 
    417.5971 500.2940
    #95% CI intercept
    quantile(jack.model.1$bootEstParam[,1], probs=c(.025, .975))

    R returns

         2.5%     97.5% 
    -707.0486 -518.2085

    Coefficient estimates

    Slope

    #plot the sampling distribution of the slope coefficient
    par(mar=c(5,5,5,5)) #setting margins to my preferred values
    hist(jack.model.1$bootEstParam[,2], col="blue", main="Jackknife Sampling Distribution",
    xlab="Slope Estimate")
    Histogram of jackknife estimates for slope
    Figure \(\PageIndex{1}\): Histogram of jackknife estimates for slope.

    Intercept

    #95% CI intercept
    quantile(jack.model.1$bootEstParam[,1], probs=c(.025, .975))
    par(mar=c(5,5,5,5))
    hist(jack.model.1$bootEstParam[,1], col="blue", main="Jackknife Sampling Distribution",
    xlab="Intercept Estimate")
    Histogram of jackknife estimates for intercept.
    Figure \(\PageIndex{2}\): Histogram of jackknife estimates for intercept.

    Questions

    edits: pending


    Cars data set used in this page

    speed dist
    4 2
    4 10
    7 4
    7 22
    8 16
    9 10
    10 18
    10 26
    10 34
    11 17
    11 28
    12 14
    12 20
    12 24
    12 28
    13 26
    13 34
    13 34
    13 46
    14 26
    14 36
    14 60
    14 80
    15 20
    15 26
    15 54
    16 32
    16 40
    17 32
    17 40
    17 50
    18 42
    18 56
    18 76
    18 84
    19 36
    19 46
    19 68
    20 32
    20 48
    20 52
    20 56
    20 64
    22 66
    23 54
    24 70
    24 92
    24 93
    24 120
    25 85

    Tadpole data set used in this page (sorted)

    Gosner Body mass VO2
    I 1.76 109.41
    I 1.88 329.06
    I 1.95 82.35
    I 2.13 198
    I 2.26 607.7
    II 2.28 362.71
    II 2.35 556.6
    II 2.62 612.93
    II 2.77 514.02
    II 2.97 961.01
    II 3.14 892.41
    II 3.79 976.97
    NA 1.46 170.91

    This page titled 19.1: Jackknife sampling is shared under a CC BY-NC-SA 4.0 license and was authored, remixed, and/or curated by Michael R Dohm via source content that was edited to the style and standards of the LibreTexts platform.

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