[R] bootstrap: definition of original statistic

[Gad Abraham]

Hi,

In the boot package, the original statistic is simply the statistic
function evaluated on the original data (called t0).

However, in Harrell et al 1996 "Multivariable prognostic models..."
Stats Med vol 15, pp. 361--387, it is different (p. 372):
The statistic function evaluated on the original data is called
"D_app" (apparent statistic), whereas "D_orig" (original statistic)
is derived by first fitting the model to a bootstrap sample, then
freezing the model and applying it to the original data. The
bootstrap statistic D_boot is derived by applying the function to
the bootstrap sample. Then optimism O = average(D_boot - D_orig),
and the bias-corrected estimate is D_app - O.

Can someone explain this difference, and especially why boot
doesn't evaluate the frozen model again on the original data?

Thanks,
Gad


-- 
Gad Abraham
Department of Mathematics and Statistics
The University of Melbourne
Parkville 3010, Victoria, Australia
email: g.abraham at ms.unimelb.edu.au
web: http://www.ms.unimelb.edu.au/~gabraham