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# bootstrapped standard errors and confidence intervals for sem | |
# original sem code from sem:::bootSem.sem | |
# original post: http://r.789695.n4.nabble.com/Bootstrap-bootSem-causes-R-to-crash-tp4661900p4677999.html | |
# commented out lines referencing tcltk | |
bootSem2 <- function (model, R = 100, Cov = cov, data = model$data, max.failures = 10, | |
...) | |
{ | |
refit <- function() { | |
indices <- sample(N, N, replace = TRUE) | |
S <- Cov(data[indices, ]) | |
refitted.model <- sem(ram, S, N, param.names = coef.names, | |
var.names = var.names, optimizer = model$optimizer, | |
objective = model$objective, ...) | |
refitted.model$coeff | |
} | |
if (!require("boot")) | |
stop("package boot not available") | |
#has.tcltk <- require("tcltk") | |
#if (has.tcltk) | |
# pb <- tkProgressBar("Bootstrap Sampling", "Bootstrap sample: ", | |
# 0, R) | |
if (!exists(".Random.seed", envir = .GlobalEnv, inherits = FALSE)) | |
runif(1) | |
seed <- get(".Random.seed", envir = .GlobalEnv, inherits = FALSE) | |
warn <- options(warn = -2) | |
on.exit(options(warn)) | |
nErrors <- 0 | |
if (is.null(data)) | |
stop("the model object doesn't contain a data matrix") | |
N <- nrow(data) | |
coefficients <- model$coeff | |
coef.names <- names(coefficients) | |
var.names <- model$var.names | |
ram <- model$ram | |
ram[coef.names, "start value"] <- coefficients | |
coefs <- matrix(numeric(0), R, length(coefficients)) | |
colnames(coefs) <- coef.names | |
for (b in 1:R) { | |
#if (has.tcltk) | |
# setTkProgressBar(pb, b, label = sprintf("Bootstrap sample: %d", | |
# b)) | |
for (try in 1:(max.failures + 1)) { | |
if (try > max.failures) | |
stop("more than ", max.failures, " consecutive convergence failures") | |
res <- try(refit(), silent = TRUE) | |
if (inherits(res, "try-error")) | |
nErrors <- nErrors + 1 | |
else { | |
coefs[b, ] <- res | |
(break)() | |
} | |
} | |
} | |
options(warn) | |
if (nErrors > 0) | |
warning("there were", nErrors, "apparent convergence failures;\nthese are discarded from the", | |
R, "bootstrap replications returned") | |
res <- list(t0 = coefficients, t = coefs, R = R, data = data, | |
seed = seed, statistic = refit, sim = "ordinary", stype = "i", | |
call = match.call(), strata = rep(1, N), weights = rep(1/N, | |
N)) | |
res$call[[1]] <- as.name("bootSem") | |
#if (has.tcltk) | |
# close(pb) | |
class(res) <- c("bootsem", "boot") | |
res | |
} |
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