Tagged Questions

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

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Rate of convergence of the coverage probability of bootstrap confidence intervals

I was wondering if someone knows good books or references that deal with this subject : "The rate of convergence of the coverage probability of bootstrap confidence intervals" Many thanks for your ...
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26 views

Bootstrapping with bootstrap sample greater than original sample

My original sample has 350 observations drawn randomly from a population of 60,000 people. My independent variable is Default, with 35 observations with value of ...
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8 views

Romer and Romer Replication

I am currently trying to replicate "The Macroeconomic Effects of Tax Changes: Estimates Based on a New Measure of Fiscal Shocks" The paper and the dataset is available here: ...
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22 views

Rank deficient bootstrap resamples

Despite years of stat courses I'm afraid I may still not completely understand bootstrapping. My question here relates to nonparametric boostrapping of regression models. As i understand it you draw ...
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27 views

How to use/interpret bootstrapping?

I am working on an stochastic optimization problem. Now I have come across the idea of using Monte Carlo sampling approach to solve it. I need the empirical distribution or the true distribution of ...
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10 views

R, Parametric Boostrap Samples Poisson [closed]

I put this on stackoverflow, but no luck. Perhaps here is better for it. Say you have: ...
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7 views

Normality violations in multiple regression - report bootstrapped CIs, p values & t values?

I have analysed some data for a research project using multiple linear regression. However, normality assumptions for this method were not met in my data (and could not be resolved using ...
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11 views

Unsurue of results while using Bootstrap to select model in [closed]

I'm experiencing some technicalities with my code and I'd really welcome help. I'm trying to run Multiple Bootstrap simulations for generated data from multivariate normal dist.In each simulation I ...
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0answers
17 views

Latent Class Analysis — 0.632+ Bootstrap vs. Bayesian LCA and Empirical Bootstrapping?

I am working on a project that involves the use of latent class analysis (LCA) and have been thinking about how best to perform variable selection (with relatively high-dimensional data [approximately ...
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1answer
29 views

How to deal with bootstrap replicates that fail to converge?

I'm using a wild bootstrap to explore the confidence intervals of a nonlinear regression mixed-effects model (specifically one that was solved using nlmer). The ...
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11 views

When should we use the parametric bootstrap, or the non-parametric bootstrap?

I would like to know when would we use the parametric bootstrap, but not the non-parametric, and vice-versa? The only reason I could was when the statistic we're interested in has some nuisance ...
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10 views

Why do we usually use a Likelihood ratio statistic when using bootstrap?

The examples I'm reading of uses of bootstrap (in A.C. Davidson book about bootstrap, chap.4) always use the likelihood ratio. Is there any reason for it? Why not use any another statistic, since when ...
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1answer
25 views

Bootstrap significance test

I'm using the bootstrap method to test my experiment results for significance. I have two sets (say A & B) of 50 grades, for which I want to test whether their means are significantly different. ...
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28 views

Nonparametric bootstrap of one-sample Kolmogorov-Smirnov goodness of fit test

I'm fitting a Weibull distribution to some forestry data and I want to perform a test of whether or not there is sufficient evidence to indicate that the data does not come from a Weibull ...
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1answer
46 views

Inconsistent outcomes of boostraped hypothesis tests on max and median

I am trying to make an hypothesis test using bootstrapping. I compute a quantity Q from a sample set (the exact calculation should not be relevant, but let's say ...
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0answers
19 views

Fundamental Issues with Influence weighted resampling for bootstrapped predictions

I have a large database 1mill+ from which it is known that there are many influential points and outliers. I am interested in generating a series of predictions from subsets (1,000+) of the data and ...
0
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1answer
24 views

Correlation coefficient significance based on bootstrap distribution

There is data $x$ and $y$ which does not come from two dimensional normal distribution. However I would like to perform correlation coefficient test. For this purpose I have created the bootstrap ...
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2answers
107 views

Logistic Regression sample size & bootstrapping

The data for this example can be retrieved here so that you can reproduce these estimates. It is the low birth weight dataset- http://www.umass.edu/statdata/statdata/data/ There are 59 1's and 130 ...
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19 views

P value distribution skew & hypothesis testing

On this page it says ...if HA holds, the p-values have a distribution for which values near 0 are more likely than values near 1. However the p-values may have a distribution that is not ...
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6 views

Reporting sensitivity/specificity using a random process?

I'm using a method that involves cross-validation to make predictions on my dataset. As it splits the data randomly, I will end up with different results (I believe this is an example of a stochastic ...
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41 views

Bootstrapping a bootstrap

One of the criticisms of using a bootstrap procedure is that the results are not reproducible in the sense that you may come to a different conclusions when you re-run the bootstrap analysis again. ...
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0answers
35 views

attenuation percentage and confidence interval

I made a logistic regression model 1 (not fully adjusted) and model 2 (fully adjusted; model 1 + covariate A) with Stata. I am trying to calculate the attenuation percentages between OR. I used the ...
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0answers
26 views

How to determine a probability that 100% of confidence intervals from a bootstrap contain the true mean

Say I take 500 bootstraps of a population and calculate 95% confidence intervals (CIs) for each sample. I would expect that 95% of the bootstrap sample CIs to contain the true population mean. ...
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33 views

How to test a claim about a confidence interval (real case)

I need to test a claim made by a company stating that 95% of the cases (passangers per day, peak hour) are processed in 40 minutes or less. 1 - I assume I must collect a passanger sample but how ...
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1answer
73 views

Bootstrapping the data to set up a prior

I am using a Gaussian model with a conjugate Normal-Inverse-Wishart (NIW) prior, as described here. The advantage of this approach is that the marginal likelihood $p(y)$, which is what I am interested ...
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1answer
59 views

When to use bootstapping in regression analyses?

When I run a regression analysis in SPSS, one of my predictor variables just fails to reach significance, p = .06. When I apply bootstrapping, the output tells me the predictor has a significant ...
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62 views

How to interpret the results of bootstrapping and Monte Carlo simulation utilised to test lasso logistic regression results?

My situation: sample size: 116 binary outcome (32 events) number predictors: 42 (both continuous and categorical) predictors did not come from the top of my head; their choice was based on the ...
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14 views

Estimating cutoff point for sampling using bootstrapping

I'd like to determine a cutoff point for plot sampling. So far, I've sampled intensively and collected fecal pellet data for 13 forested stands. Each stand has 50 plots and the mean pellets per ...
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30 views

Looking for a better post-hoc analysis

I'm a PhD student in Neuroscience, with a master degree in Psychology and I use R for my statistical analyses. As you know, in NHST usually post-hoc analysis in continuous data are essentially ...
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0answers
39 views

lmer4, p-values, confidence intervals and bootstrapping

I have a mixed linear model made with lmer in R and find that my qq-plot looks rather much like the symbol of a famous superhero. My x-parameters are all factors but I have tried all transformations I ...
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0answers
17 views

SPSS Bootstrapping Medians - Two Groups Over Time

I am evaluating the effects of two different teaching methods for chest compressions during CPR over time. I have four sets of data: a control and study group compressions per minute on the first day ...
3
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2answers
87 views

Using bootstrap to obtain sampling distribution of 1st-percentile

I have a sample (of size 250) from a population. I do not know the distribution of the population. The main question: I want a point estimate of the 1st-percentile of the population, and then I want ...
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0answers
44 views

Bootstrap robust regression

I'd like to do a robust hierarchical regression using bootstrapping because regression diagnostics indicate that assumptions of ordinary regression have been violated. I've made a start using the ...
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0answers
16 views

Mediation analysis using Bootstraps

I have used Hayes' plugins (PROCESS and INDIRECT) in SPSS. My result shows that all four paths (a,b,c,and c') are significant i.e. have a p-value of less than 0.05. In all the examples I have ...
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1answer
41 views

Bootstrapping coxph after model averaging

I have selected 7 coxph models using AIC, and did model averaging to obtain model averaged parameter estimates. I wanted to plot the survival curve from the averaged model, and I found someone with my ...
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1answer
196 views

How to interpret variables that are excluded from or included in the lasso model?

I got from other posts that one cannot attribute 'importance' or 'significance' to predictor variables that enter a lasso model because calculating those variables' p-values or standard deviations is ...
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1answer
75 views

Power-law fitting and testing

I want to test the distribution that best fit a specific metric (that I call SD) extracted from the source code of systems. I have a guess that they follow a power-law behavior. My sample: 20 ...
3
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1answer
69 views

Bootstrapping Hmisc::rcorrp.cens for paired concordance?

As Frank Harrell says here and other places, it's better to compare two predictive models (Cox proportional hazards in this case) wrt discrimination (C-index) using the paired U-statistic ...
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1answer
54 views

Using Bootstrap to estimate confidence interval of the standard deviation

I am trying to compare two different methods of estimating confidence intervals: a parametric approach that uses the assumption that the sample is t-distributed (i.e. the formulas that are given here: ...
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20 views

Expected survival time: comparisons when measurements are an average over other measurements?

Set up We have a few types of interventions. For each intervention, a failure occurs randomly at some time $t$ after start for each subject. We take $n$ measurements of $t$ using $n$ subjects, and ...
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1answer
69 views

GBM Bootstrap Prediction Interval Code Error

based on code presented in thread: How to find a GBM Prediction Interval I am trying to apply this to my dataset. Below is my full code, and I am having issues with the bootstrap function. ...
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0answers
48 views

Implementing the 0.632+ bootstrap method using the Weka Java API

I am trying to implement the 0.632+ bootstrap estimator (as proposed by Efron and Tibshirani 1997) in order to perform certain benchmarks and compare it with other cross-validation methods, such as ...
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0answers
34 views

Bootstrap confidence interval for case control data in R

I have a matched case-control data material and am estimating a risk-measure parameter with a certain estimator. I want to use bootstrap methodology to estimate confidence intervals for the parameter ...
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0answers
14 views

Extending a bootstrap confidence interval to a larger population with a non-normal distribution

Using Python/SciPy I calculated a bootstrapped CI on my sample. ...
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1answer
41 views

Calculate sample statistics for estimated parameters of a model [duplicate]

How some standard package (eg R, SAS or Excel) calculate Standard error for the estimated parameters for a model. my understanding : While using gradient descent optimization method( as performed ...
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1answer
64 views

Out-Of-Bag estimate in scikit-learn

I am using a bagging model from the Python Scikit-Learn module: ...
3
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0answers
67 views

Why do my boostrapped CI's (using boot.ci in R) not include the point estimate?

I'm interested in estimating an average treatment effect $$ \operatorname{ATE}\left(A', A''\right) = \mathbb{E}\left( Y\ |\ A'' \right) - \mathbb{E}\left( Y\ |\ A' \right) $$ with a generalized ...
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0answers
19 views

How can I estimate (with confidence intervals) the divergence between two smoothing splines?

I have time series data from two independent groups. I want to know whether these groups diverge over time and, if so, when they diverge and for how long. The way I have done this is to estimate ...
0
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1answer
44 views

Estimating Standard Errors for Markov Transition Probability with Multiple Observations (in R)

I was trying to estimate a Markov transition table from paired transition data, which look something like this: ...
1
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1answer
38 views

Can I use bootstrapping in this situation?

I'm faced with a situation where there are few observations of a life insurance product in some cells, where the observations are deaths. The problem is that I need to calculate standard deviations ...