The bootstrap is a resampling method to estimate the sampling distribution of a statistic.

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bootstrapped standard error to make inference about difference of means

I have a variable showing individual wages and a categorical variable of their race (Hispanic, Asian, etc). After getting their means, medians and their respective standard errors for each group ...
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27 views

How to interpretate difference between bootstrapped and not bootstrapped logistic regression

I'm using nonparametric bootstrap to estimate confidence intervals (CI) for a multivariable logistic regression. It happens sometimes that a parameter is significant (CI not crossing zero) in the ...
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13 views

Inaccuracy of Non-Parametric Bootstrap for great sample sizes in Excel-VBA

My aim is to evaluate the performance of parametric and non-parametric Bootstrap under specific circumstances; and particularly their ability to capture the population mean within their produced ...
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15 views

Understanding my serial mediation from R and creating a serial mediation model

I am having trouble understanding my serial mediation results from R. I think that my results are significant, but I'm not sure how to create a model using my results. Can R create the model on its ...
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18 views

Bootstrap pvalues: strange adjustment — pbkrtest PBmodcomp LRT

As far as I can tell, PBmodcomp is doing some straight up bootstrapping, similar to this Faraway example for lmer models mmod and rmod (maximal and reduced models): ...
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15 views

Bootstrapping effect size measures in a repeated measures design

A journal that people in my lab are submitting to asks for confidence intervals for effect size measures. We have a $(3) \times (3)$ design where each subject completes 3 blocks of trials, containing ...
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9 views

Calibration curve confidence intervals interpretation. Is to reduce a high Bias Corrected possible in Bootstrapping?

I have been working on a mixed generalized model, glmer, and now I am trying to validate it by a calibrate curve, and also would like generate its CIs. For this, I thought in Bootstraping and found ...
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1answer
59 views

Probability of an unknown distribution

I have the sample of a variable $X$ whose distribution is unknown and I would like to know how to estimate the probability of $X$ taking some values. How can I do that? I assume that there's a non ...
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1answer
28 views

Bootstrapped coefficients for ordinal logistic regression with R

I am trying to get the bootstrapped confidence intervals of the coefficients for an ordinal logistic regression. Here below, my R code on fake data (reproducible example here below). This one does ...
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24 views

Confidence interval for maximum value in velocity time series

I have a time series of velocity values, which is structured into two periods. The first period describes the baseline velocity ("pre"). At the beginning of the second period ("post"), a stimulus is ...
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1answer
37 views

How to report a bootstrap for a journal? What all should we report?

So, the APA has a format for reporting an ANOVA along the lines of (F(df1,df2) = NN.NN, p<=0.05). I am wondering if I end up bootstrapping my ANOVA, do I just need to mention that a boostrap has ...
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Bootstrapped confidence intervals pseudo R-squared with R

I don't like to cross-post but, as I did not get any answer from R-help, I write to you. So, your expert opinion would be highly appreciated. I am trying to get the (BCa) bootstrapped confidence ...
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68 views

Resampling to subset (jackknife) or bootstrap for survival analysis

This is a question regarding survival analysis and bootstrap: Suppose I have a time-to-event dataset with 1000 subjects, and based on this dataset I can obtain some measures or plots (not standard, ...
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1answer
29 views

Using bootstrap for non independent measurements

I want to assess the statistical significance between the difference in the mean of two datasets D1 and D2. However, I each data set, the measurements aren't independent: one data set is the ...
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17 views

Quick question on confidence interval under bootstrap - what is N?

I am trying to understand what N represents when calculating confidence intervals under bootstrap? In this scenario, I have a sample with 188 values, so the sample size, SS, is 188. I am interested ...
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1answer
50 views

Increasing sample size of multivariate data with bootstrapping

I'm trying to perform variable selection methods on a small data set (approximately 100 observations with 14 predictors each). Is there any way to increase the sample size with bootstrapping? Are ...
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1answer
36 views

Bootstrapping Kruskal-Wallis test of significance

I am working with a set of 6 variables collected at 4 time periods (I consider each time period as a class in the following). For each time period, I have 82 397 observations. If I plot the mean and ...
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91 views

Prediction intervals for forecasts using spectral analysis

I have circadian data which typically have a period of around 24 hours so using spectral analysis seems appropriate. I've used spectrum resampling which is quite robust to changes in period which ...
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2answers
76 views

Logistic regression with bootstrap, how to interpret high standard errors and choose coefficient?

I am attempting to do a logistic regression bootstrap with R. The problem is I get high SE's. I'm not sure what to do about this or what it means. Does it mean that bootstrap does not work well for my ...
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8 views

Error propagation over percentile confidence intervals for bootstrapped regression coefficients

I apologize if this is extremely simple or I'm going about this the wrong way or it has been asked before. Please point me in the right direction if so as I might just be searching the wrong question. ...
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1answer
67 views

why bootstrap result in overfitting for randomForest prediction?

I am dealing with an imbalanced dataset with the R package randomForest. Some one has suggested that, Bootstrap your data while over-sampling the rare class and under-sampling the typical class. But I ...
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1answer
35 views

Differences between cross validation and bootstrapping to estimate the standard error of the AUC of a given ROC curve

I know there's been some discussion on differences between CV and bootstrapping for estimating out-of-sample prediction error of a classifier. For example, in here (Differences between cross ...
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3answers
47 views

How to show that stability is improved when using bagging in an unsupervised context?

I have a data set of 200 observations and around 10 continuous variables. I would like to build a graphical model to study dependencies between variables. Unfortunately, my data is not very stable. ...
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21 views

How to properly perform multiple imputations when using cross-validation procedures

I am trying to understand the association of an exposure on an outcome. In a dataset of ~600, approximately half the population does not have a measured exposure. We have predicted their exposure ...
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18 views

How to get the variance of the sample standard distribution? By bootstrapping observed values or by standard deviation distribution statistics

Let $Y(x)\sim\mathcal{N}(0,\sigma(x)),x\in\mathbb{N}$ be a random variable depending on $x$. Let $y_i(x_i),x_i\in\mathbb{N},i\in\{1,...,n\}$ be observed values. I have a model $m_\alpha(x)$ to predict ...
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38 views

Bootstrap confidence intervals for regression and correlation coefficients

Take an example of a linear regression, $Y= \beta X$ where X and Y values are z-score transformed ($\mu$ = 0, $\sigma$ = 1). In this situation the correlation coefficient $r$ equals $\beta$ ...
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21 views

Confidence interval for a mean over hierarchical data

What is a good method for producing confidence intervals when computing a mean over hierarchical data? Specifically, I have the text messages sent by group of people and I want to compute the mean ...
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44 views

confint.merMod: Wald, profile, and boot COMPLETELY disagree

So this is either going to be straight forward or else a huge mess. I am finding that bootstrap CI for my glmer models are really wacky-- in fact, they don't even include the point estimates from the ...
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1answer
74 views

Significance/confidence intervals for PCA or factor loadings - how can such be defined?

Current discussions here in SSE made me to reconsider the PCA and FA models and procedures. I got curious how one would determine confidence intervals for the components/factor loadings by assuming ...
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1answer
57 views

Using bagged ensemble of regression trees, feature selection based on feature importance

I am working on relating aesthetic scores of given images (about 17k training+validation samples and 280 image features) and getting best result using ensemble of CARTs. Beside achieveing a good ...
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26 views

Picking block length in a block bootstrap

I am using the Mann-Kendall test to assess trends in a data time-series. I believe there is autocorrelation in my data and therefore need to use a block bootstrap to correct for it. I have plotted ...
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1answer
45 views

Bootstrapping a t-test in R

I have two groups of individuals (22 in each group), which I compared using a t-test. The difference between groups was non-significant (p = .17). Because the p-value was quite low, my supervisor ...
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39 views

Bootstrapping and comparing mean distributions

Is the following a reasonable approach to assess the statistical significance of the difference between two groups' For each group 1) Subsample with replacement 2) Take the mean of the subsample 3) ...
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2answers
28 views

Bootstrapping a t statistic - Rationale and procedure

I was hoping someone could help me out with this. I've seen similar questions on the forum, but I need to know if I've understood the correct rationale and procedure for bootstrapping for my ...
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42 views

How is bootstrapping used for machine learning?

How does one use bootstrapping in a machine learning context? My typical data analysis pipeline is Split data into 10 folds Train classifier with 9 folds Test classifier with remaining fold Repeat ...
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1answer
27 views

R: Coping with bad model fit convergence during bootstrap

I'm running into trouble while checking the robustness of a GLM using the bootstrap procedures in R. Basically I want to check whether the estimated coefficient estimates of an existing GLM that I've ...
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1answer
88 views

Why areny my 95% confidence intervals symetrical around the mean?

I am trying to calculate the 95% confidence intervals around a mean value using a bootstrap procedure, from the mosaic pacakge, to deal with some assumption issues in my data. The code below seems to ...
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6 views

Estimate variance of an arbitrary estimator using cross validation

Ron Kohavi's paper "A Study of Cross-Validation and Boostrap for Accuracy Estimation and Model Selection" explains very well how to compute the variance of the estimated accuracy when using CV (or ...
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20 views

Regarding Bootstrap Hypothesis Test for difference of means, why not absolute differences?

Looking at the Algorithm 16.2 from "Introduction to the Bootstrap, Efron and Tibshirani" I was wondering why isn't the t(.) being tested the absolute difference of the means, instead of the ...
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1answer
220 views

Interpretation of a 95% confidence interval calculated via bootstrapping?

I've been thinking about what exactly a 95% confidence interval means when it is calculated via bootstrapping. The formal definition of a 95% confidence interval is something like this: "if the ...
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22 views

Bootstrapping on Cronbachs Alpha? - Is it a good idea?

One can calculate a BCa-CI of Cronbachs Alpha, e.g. using the {psy}-Package. Is this generally a good idea? You can read here about a simulation study in this matter. ...
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20 views

Generating predicted mean values and CIs across different groups in lme4

I’ve run a mixed-effects model with crossed random effects in glmer and ultimately want to show a bar graph depicting mean predicted values (and associated confidence intervals) across years within ...
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41 views

parametric bootstrap on regression

I keep trying to perform parametric bootstrap on simple regression analysis to grasp the concept. The internet is full of tutorials on non-parametric one, but I found no explanation or steps ...
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18 views

Nonparametric bootstrap with the fitdistrplus package

Suppose I use the nonparametric bootstrap to fit a model as so: ...
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1answer
102 views

Post-hoc power size calculation

I have, probably, a simple problem. I've finished analysing the results of an observational prospective study conducted in our unit. In this study I evaluated if a specific biomarker is independently ...
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2answers
42 views

How to choose the sample size for a pilot study for making a power analysis?

Suppose one would like to test some new hypothesis, for which there are no previous data available. To estimate the needed sample size, one should do a power analysis. Since there are no previous data ...
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77 views

Power analysis for regression with multiple mediators using bootstrapping (PROCESS)

I am currently trying to help a friend of mine with some statistical analyses for her master project, and she has come up with this question, which might be of interest to others (wel'll see) and to ...
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1answer
34 views

R: Do I have to use sample-weights for calculations inside a bootstrap function that allready uses sample weights?

I am using the boot function in R to get standard errors for several statistics (I am doing a oaxaca blinder decomposition). My data (EU-SILC) has sample weights (PB040) for every observation. My ...
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90 views

Bootstrapping time series data: Circular block bootstrap

I have some very basic questions on circular block bootstrap applied to time series (dependent data). Let's suppose, I have a time series data like the one below. I know it's non stationary, but for ...
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97 views

Bootstrapping won't always return population statistics - so why say it does?

I've prowled the interwebs and looked at different questions and answers on the site, including this one: here. But nothing that I've found addresses the following problem. Suppose you flip a fair ...