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

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What is Bootstrapping in statistics? How can I use it to determine error in the mean, variance, kurtosis and skewness of a data set?

From what I understood from searching randomly is that it has something to do with resampling. What does this resampling mean? Is it selecting random data from a distribution or is it getting data ...
6
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57 views

Why is backward elimination justified when doing multiple regression?

Does it not result in over-fitting? Would my results be more reliable if I added a jack-knife or bootstrap procedure as a part of the analysis?
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13 views

Indicator regressions: standard errors

Hi I am estimating a regression of Y on X where both Y and X are indicator variables, that is, they take values 1 or 0. The model is $Y=\beta*X+\epsilon$ (without constant). I use OLS to estimate the ...
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12 views

How to compare models using bootstrap optimism adjusted prediction error?

Let's say I'm comparing the prediction error of two different models. For illustration purposes we'll use a toy example. I've generated 5 bootstrap samples and fit Model A and Model B to each ...
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11 views

How do I obtain the BOOTSTRP slope and intercept [closed]

I need to extract bootstrapped liner regression slope and intercept values. My call has the form bootstat(k2,k1) = mean(bootstrp(1000,@myregress,x_vec,y_vec)); where the function myregress is: ...
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22 views

How to deal with missing coefficients while bootstrapping regressions

I'm using R boot() function to perform regression bootstrapping. When boot() resamples my data, can happen that some coefficients are missing, especially in the case of factor variables with many ...
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38 views

Which samples are used in random forests for calculating variable importance?

Each tree of a random forest is learned on a random bootstrapped sample. Consequently, given that the number of trees is large, it is probable that every observation of a data set is used to form at ...
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19 views

Papers suggesting ML and Bootstrapping can be used together?

Does anybody have any good research papers for me to read on whether using bootstrapping and maximum likelihood estimation together is a good idea, particularly when ML is being used with a relatively ...
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10 views

how to interpret output Bootstrapped t-test in SPSS 18

The final table of results when you perform a boostrapped t-test in SPSS include the statistit "bias" (along with Mean Dif., SE, Sig., and CI 95%). This "bias" change slightly every time that I repeat ...
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16 views

Clustered bootstrap for multilevel data with caret train in R

The clustered bootstrap would be appropriate for assessing predictive performance of a model with multilevel data where, for example, students are nested within schools such that there is a non-zero ...
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17 views

summarize the results of multiple regressions done on different subsamples of the same dataset

I want to estimate how robust is the result of a simple correlation test (Y~bX+c) to changes in the number and identity of the observations selected to perform it. For that, I have repeated such ...
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13 views

Wild bootstrap v Pairs and model-based bootstrap

When calculating the standard errors of coefficient from OLS/Huber/LTS/LMS regression models on a data set showing some levels of heteroskedasticity, Paired and model-based bootstrap give rouhgly ...
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18 views

Bootstrapped Regression Residuals

This relates to using bootstrapping of residuals in regression. I do not understand the point of this procedure, i.e. bootstrapping the errors and then adding the residual back to the predicted ...
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2answers
43 views

Non-parametric tests in big data scenario

Suppose I have two populations A and B , with sizes $n_1$ and $n_2$ respectively, where both $n_1$ and $n_2$ are large (say, above 500). I want to test that the values $x_1, \dots, x_{n_1}$ of A ...
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1answer
37 views

Layman's explanation of bootstrap confidence intervals for a regression with percentile method

First of all, I am not a statistician. I only how to interpret stats and to do them with R, my understanding of the math/formulas behind them is virtually zero. With this said, I am looking for a ...
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43 views

Reporting pseudo p-values for bootstrap-estimated linear regression coefficients

I've just received peer reviews for an applied paper that reported a table of multiple linear regression coefficients. While I reported 95% confidence intervals for these coefficients, a reviewer has ...
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8 views

Bootstrap Step-Wise Selection For GLM in R [migrated]

What I'm trying to do is the following: Resample (bootstrap) the dataset containing my predictors and outcomes, say 1000 times For each bootstrap sample fit a glm using stepwise selection and then ...
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8 views

Why are sampled generated by a Circular Block Bootstrap non-stationary

Generally, samples produced by block bootstrap methods do not produce stationary series, even if the original data generating process is stationary. I can see why a moving block bootstrap or ...
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23 views

Estimating confidence intervals on count data from classifier output on varying populations

I have a widget factory which produces a varying number of widgets each day. Every day, I need to report the number of faulty widgets. But the proportion of faulty widgets is expected to change every ...
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100 views

How to plot the confidence interval from boot.ci output of nonlinear regression in R?

I have a data.frame with two columns (x and y) for which I have obtained a nonlinear least squares fit: -a/(b+exp(-x)). Now I'm trying to plot the 95% confidence interval for y. My best attempt so ...
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16 views

Comparing differences in pairs of ratings using a bootstrapping like approach

I'm pretty new to bootstrapping like approaches. So I do apologize for any inconvenience. I have two independent samples, snow (n=120) and nonsnow (n=608), consisting of pairs of ratings on a ...
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36 views

Is this how a Bayesian bootstrap works?

I am a bit new to the whole nonparametric and Bayesian idea, so tell me if this is correct: to estimate, say, the mean of a dataset's population we do the following: We define a function $f(x)$ that ...
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Cauchy MLE Reliability of Asymptotic Results

I have the following regression model $$ p_i = x'_i\beta +s \varepsilon_i $$ with sample size $n \approx 150$ and 4 independent variables. I have reason to believe and $\varepsilon_i$ is distributed ...
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17 views

R: weighting with two variables while boostrapping

I have two variables that I'd like to analyze with a 2x2 table, which is easy enough. datatable=table(data$Q1data1, data$Q1data2) summary(datatable) However, I ...
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31 views

Stratified Bootstrapping (Time Series)

I am trying to use bootstrapping to enable the comparison of gait curves (specifically knee angle during a gait cycle) between two groups of subjects. Essentially, I was to see at what points in the ...
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Distribution of p(x) in empirical model

I am having a hard time to exactly name what I am looking for (I am quite sure it already exists out there...) so I'll start with a concrete example: I have a population of discrete colours (red, ...
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Can a Multinomial(1/n, …, 1/n) be characterized as a discretized Dirichlet(1, .., 1)?

So this question is slightly messy, but I'll include colourful graphs to make up for that! First the Background then the Question(s). Background Say you have a $n$-dimensional multinomial ...
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39 views

Stability of boostrap confidence intervals

As a word of background, I want to show that certain result is stable when averaging over a large number of simulations, but could be just a lucky draw with a small number of simulations. I have a ...
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31 views

Intuition understanding of bootstrap [duplicate]

I want to estimate the population mean using 100 samples. The reasonable estimate of the population mean is the sample mean. I am wondering, why bootstrap can give more accurate result than the sample ...
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18 views

Wild bootstrap in “bordeline" case t-test

I have to compare the mean levels of a continuos variable y (ranging 1-20) subdividing my sample in two groups according to a dichotomous variables (i.e gender). Sample sizes of the two groups are ...
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22 views

The mystic “true” bias (bootstrap-method)

This is a problem of understanding. That's why it doesn't include any formula. I have one big data set (n=83 Observations) and a small subdataset (n=15). With the small subdataset, I estimated the ...
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23 views

Is Wild Bootstrap a good strategy in General Linear Model (ANCOVA) with Assumption Violations (both normal residuals and homoscedasticy)?

I need to perform several GLM's (i.e. ANCOVA’s, with a single continuos dependent variable and several predictors, one dichotomous and some other continuos). I was looking for both a significance on ...
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27 views

Confidence Interval For Mean By Bootstrapping

The standard deviation in my original sample is very large, about 100 or so. I took many bootstrap samples, found the mean of each bootstrap sample and then took the mean of these means. I found the ...
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Matches in 2 subsamples

So I have a sample of size N. I make 1 subsample from above sample with size n. (bootstrap sample) Then I make another one of the same size n. I wanted to compute the probability of having exactly k ...
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14 views

Bootstrap analysis for the estimation of Coefficient of variance of a subset

I wanted to estimate the precision estimated as CV= se/mean of a sampling effort (fishing effort=12 gill-nets) of the mean catches based on fish abundances(CPUEmean). I used in R the function: CV ...
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20 views

Hidden Markov model question; pseudo time series?

I apologize that the title of this question isn't super specific, but I am having a very difficult time exactly and succinctly describing the problem I am facing in my implementation of a hidden ...
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41 views

bootstrapping vs. “repeated cross validation”

For a research project, I conducted the following methodology. The dataset was of size $N$. $B$ times, I: took a random $N/2$ rows and trained my model, which finds the optimal size $M$ of a ...
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Can bootstrap re-sampling be a re-sample of a smaller size

i am attempting to run a smaller instance of my regression panel data , because it is a pretty huge regression (Fixed effect, heckman selection) and it takes 4 hours to run every time. I am ...
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62 views

Combining bootstrap and cross validation

I recently read this paper: Estimating misclassification error with small samples via bootstrap cross-validation, by Fu et al. (BMC Bioinformatics, 2005). The authors talk about combining cross ...
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How to interpret bootstraping output

I have a small dataset which has just 8 elements. I thought I could bootstrap to compare my sample with a normal distribution. I simply want to answer the question: how likely is it that the sample is ...
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80 views

Calculate z-score in bootstrap

In my literature book I found that the z-score can be calculated by the following function: z = (data point - mean) / standard deviation Now I'm reading on bootstrap and I found that they ...
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53 views

Bootstrap regression standard errors and re-calculate t-statistic?

I am working on a few (both simple and multivariable) regression analyses, and I have cases where the residuals are non-normal, to varying degrees. As I've understood, the Gauss-Markov theorem states ...
2
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1answer
57 views

Stability of univariate fractional polynomial models

I can't decide what is the best way to assess the stability of a higher order fractional polynomial model. To use an example I have been working on, I am analyzing a dataset with panel data selected ...
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34 views

bootstrapping a regression with autocorrelated error

I have to verify that on two variables, $X_t$ and $Y_t$ hold the followings: $Y_t=\beta \times X_t+\varepsilon_t$ and that $var(Y_t)=\gamma \times X_t^2$. In order to give evidence / support to these ...
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37 views

is it legitimate to t-test between statistics of a bootsrap?

say I have two samples $x_1$ and $x_2$ and a function which calculates a statistic out of each sample, denotes as $f(x)$. I would like to test the significance of the difference $f(x_1)-f(x_2)$. A ...
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73 views

Comparing two means using permutation test and bootstrapping with the boot() function in R

I would like to know how to do a permutation test using the boot function in R. The goal is to compare means of two groups of people: some of them drink beer and the other one drink water. The ...
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Sample from a mixture part 2

Suppose I have two types of students, male or female. Now suppose a male student takes two exams. These two scores are denoted by $x$ and $y$. Suppose test scores of a male student follows a ...
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44 views

Time series periodicity bootstrapping

I'm interested in analysing the periodicity of a parameter X, measured over time on cells. The method I am using is destructive, so I cannot follow the same cell over time, but I am rather measuring ...
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25 views

Bootstrap for multivariate random variables

Suppose I have a random variable $X_1$ and $X_2$ with the distribution function $F(x_1,x_2)$. Let us say $X_1$ is the score of the math exam and $X_2$ is the score of English exam. I want to count the ...
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1answer
53 views

Bootstrap and MonteCarlo Method

I am trying to make sense of the bootstrap method. I am studying on Rice, "mathematical statistics and data analysis" Here it is its explanation of the bootstrap method: Imagine for the moment ...