```{r setup, include=FALSE}
knitr::opts_chunk$set(echo = TRUE)
```
####Analytics Class####
## R programming skillset 4 _ essential pipeline of Bootstrap
```{r}
# Step 1 -> Read data into R workstation
#### Read data from a CSV file
#### Example: Alzheimer's Disease
# filename
# RCurl is the R package to read csv file using a link
library(RCurl)
AD <- read.csv(text=getURL("https://raw.githubusercontent.com/shuailab/ind_498/master/resource/data/AD.csv"))
# str(AD)
```
```{r}
# Step 2 -> Decide on the statistical operation that you want to "Bootstrap" with
# Here, let's consider distribution parameter estimation due to its simplicity and sufficiency to represent the idea
require(MASS)
fit <- fitdistr(AD$HippoNV, densfun="normal") # fitdistr() is a function from the package "MASS". It can fit a range of distributions, e.g., by using the argument, densfun="normal", we fit a normal distribution.
fit # The object returned by fitdistr(). fit$estimate[1] stores the mean estimation. fit$estimate[2] stores the std estimation.
# The lower bound and upper bound of the 95% CI
fit$estimate[1] - 1.96 * fit$sd[2]
fit$estimate[1] + 1.96 * fit$sd[2]
```
```{r}
# Step 3 -> draw R bootstrap replicates to conduct the selected statistical operation
R <- 1000
# Initialize the vector to store the bootstrapped estimates
bs_mean <- rep(NA, R)
# draw R bootstrap resamples and obtain the estimates
for (i in 1:R) {
resam1 <- sample(AD$HippoNV, length(AD$HippoNV), replace = TRUE) # (1) AD$HippoNV is the sample we'd like to bootstrap; (2) length(AD$HippoNV) is tell R that we'd like to generate the bootstrapped samples with the sample size of the original data; (3) replace = TRUE means that a data point could be repeatedly selected by our bootstrap procedure
fit <- fitdistr(resam1 , densfun="normal") # resam1 is a bootstrapped dataset.
bs_mean[i] <- fit$estimate[1] # store the bootstrapped estimates of the mean
}
```
```{r}
# Step 4 -> Summerarize the results and derive the bootstrap confidence interval (CI) of the parameter
bs_mean.sorted <- sort(bs_mean) # sort the mean estimates to obtain quantiles needed to construct the CIs
# 0.025th and 0.975th quantile gives equal-tail bootstrap CI
CI.bs <- c(bs_mean.sorted[round(0.025*R)], bs_mean.sorted[round(0.975*R+1)])
CI.bs
```
```{r}
# Extension
# Application of the above pipeline to another statistical operation - estimation of linear regression coefficients
# Step 1 -> Read data into R workstation
# Step 2 -> Apply the above pipeline to another statistical operation - estimation of linear regression coefficients
tempData <- data.frame(AD$MMSCORE,AD$AGE, AD$PTGENDER, AD$PTEDUCAT)
names(tempData) <- c("MMSCORE","AGE","PTGENDER","PTEDUCAT")
N <- dim(tempData)[1] # number of samples (sample size)
P <- dim(tempData)[2] - 1 # number of predictors; the reason to minus 1 is because in tempData, there is an outcome variable "MMSCORE".
# build a linear regression model with three predictors
lm.AD <- lm(MMSCORE ~ AGE + PTGENDER + PTEDUCAT, data = resam_Data)
summary(lm.AD)
# Age is not significant according to the p-value
# Step 3 -> draw R bootstrap replicates to conduct the selected statistical operation
# draw R bootstrap replicates
R <- 1000
# Initialize the vector to store the bootstrapped estimates
bs_lm <- matrix(NA, nrow = R, ncol = P+1) # There are P+1 regression coefficients (counting the intercept here)
# draw R bootstrap resamples and obtain the estimates
for (i in 1:R) {
resam_ID <- sample(c(1:N), N, replace = TRUE)
resam_Data <- tempData[resam_ID,] # The above two lines generate a Bootstrapped dataset with the same sample size as the original dataset, with replacement of data points in resampling
bs.lm <- lm(MMSCORE ~ AGE + PTGENDER + PTEDUCAT, data = resam_Data)
bs_lm[i,] <- bs.lm$coefficients
}
# Step 4 -> Summerarize the results and derive the bootstrap confidence interval (CI) of the parameter
# Here, let's look at the linear regression coefficient of the variable Age first; for other variables, it is the same process
bs.AGE <- bs_lm[,2]
# sort the mean estimates of AGE to obtain bootstrap CI
bs.AGE.sorted <- sort(bs.AGE)
# 0.025th and 0.975th quantile gives equal-tail bootstrap CI
CI.bs <- c(bs.AGE.sorted[round(0.025*R)], bs.AGE.sorted[round(0.975*R+1)])
CI.bs # One run of this code shows that CI.bs of the regression coefficient of AGE is [-0.053997994 0.004755563], which contains 0. Thus, AGE is not significant here.
```