Subject: [isostat] Resampling and/or permutation test packages.
From: "Whittinghill, Dexter C."
Date: Thu, 18 May 2006 11:51:34 -0400
To: isostat@oberlin.edu

Folks,

Here is what I asked on 4/10 (with some minor corrections!):

Is there a nice, general, resampling and/or permutation test package out
there?  Of course I have heard of "Resampling Stats".  I was wondering
if anyone out there has purchased or used one extensively AND would
recommend it?  And of course, if it is easy to do in R or S, you folks
can tell me that, too.  [I am thinking of getting it for me (to use with
my engineering grant buddies).]


Here is what I heard, permuted and grouped so you can see a thread of
evolution (just for fun).  I give it to you anonymously, but a couple of
people give themselves away, and one other you can probably guess.

1.
I have used Resampling Stat in courses and really like it. The students
quickly catch on to using it. It is easy to learn, adaptable but
specialized. It is not expensive.

2.
I have used the "Resampling Stats" about 10 years ago.
I believe most in the software can be accomplished more easily with R or
S+.

3.
See www.insightful.com/Hesterberg/bootstrap for info about the
S+resample library, and material for teaching intro stats using
resampling.

I don't recommend Resampling Stats. Pretty limited, e.g. when I looked
at it you couldn't even do scatterplots.

4.
Of Course it is easy to do in R/Splus :-)

5.
I've got a student doing Bootstrap CI's for a senior project.  He/we(?)
are using Fathom to understand the basics and R for "production" work
(e.g. 
running hundreds of samples and checking coverage of the CI).  There is
a "boot" package for R that has lots of nice features - but it is
operated more like a program language, so less suitable for general
students.

6.
Both Stata and SPlus have nice bootstrapping capabilities.

7.
I've been happily resampling in R or Stata without incident.  The
"bootstrap" and "permute" programs within Stata are quite flexible.

8.
There is a "bootstrap" command in Stata.  It is general in the sense
that you can use it with many different regression or modeling commands.

9.
I have been playing around a bit with R this spring, but I haven't
located the "easy to use" permutation/randomization test procedure I was
hoping to find.  If you become aware of one, please let me know.

10.
A team headed by Tim Hesterberg (mainly) and I (as exposition expert)
wrote a student-level (we hope) introduction to the bootstrap and
permutation tests as a supplement to Moore & McCabe.  A PDF is available
free online at
	www.whfreeman.com/ips and click on Supplement Chapters.  Or you
can order hardcopies.

Relevant here is that Tim prepared an Splus library with special menus
designed to make these procedures easy for students to use.  The library
will load all the data sets from Moore & McCabe if you choose that as
well.  Go to
	www.whfreeman.com/resample
for links.

To use the library, you must of course use S-plus for PCs.  Note that
student S-plus is free (link again on the site above).  You wealthy
faculty (or your institution) will have to pay the academic fee for
regular S-plus.  Details at the site above.

Two plugs:

	1.  I think this exposition is the most interesting thing I
	have recently been involved with.  I wanted to make it part
	of the core text -- if folk like you start teaching resampling
	methods to undergrads (we should), maybe it will make the next
	edition.

	2.  S-plus is my favorite stat software.  It (and the free
	version R) are staples of research in many evolving fields
	of statistics.  It's worth learning.



I think I will have to go back to S/S+ via R.

Enjoy.

Dex

*************************************
Dexter C. Whittinghill III
Department of Mathematics
Rowan University
201 Mullica Hill Rd.
Glassboro, NJ  08028

e-mail:  whittinghill@rowan.edu
Phone:  856-256-4500 x3879
FAX:  856-256-4816

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