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

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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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5 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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7 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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29 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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40 views

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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37 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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33 views

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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58 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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34 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 ...
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1answer
38 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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19 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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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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29 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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9 views

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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1answer
40 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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22 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
49 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 ...
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19 views

Is there a formula I can use to determine the number of iterations and sample size when using bootstrapping methods?

Is there a general formula I can use based on number of instances, variables, confidence level, etc? Specifically I'll be using it with J48.
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35 views

Bootstrap resampling for constructing hypothesis test

I need to use bootstrap resampling to test the significant difference between two datasets (data1 & data2). I have already used bootstrap resampling to estimate the confidence interval of the mean ...
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44 views

How to remove spatial autocorrelation in my ordinal regression data

I am trying to deal with complete separation and spatial autocorrelation in an ordinal regression. The study design: We flew two transect lines in a helicopter along a 600 km stretch. Transects were ...
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14 views

Bootstrapping for semi-independent, non-normal population

I want to test whether or not there is a difference in mean productivity between two categories in an ordinal ranking system. The productivity data I've collected is for a series of 3 year windows ...
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17 views

Evaluating significance for difference of $R^2$

I have a dataset with five variables. The first three are the independent variables, the fourth is the dependent variable and the fifth is a factor variable related to the row (the fifth variable ...
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13 views

Choosing the right bins - 2d to 1d radial average with correlations

I have a 2d array of data. I want to take the average of the values in radial bins, the average is dependent on radial distance (Basically dealing with the 2d Power Spectral Density from and Image and ...
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39 views

Can you perform bootstrap resampling from a sampling distribution?

The quick and to-the-point question I have is: Can you perform bootstrap resampling on a sampling distribution, using the sampling distribution as if it were an original sample of observations? What ...
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12 views

Resampling cases vs. resampling residuals bootstrap for mediation analysis

I hope this is not a duplicate question, but I couldn't find any information on this topic. I am running Sobel-Goodman mediations in Stata. For a particular model, the c' path (direct effect after ...
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17 views

Bootstrapping Data from Multiple Sources

Sorry for any wrong use terms since I am not a statistician. I was asked to build a grand distribution based on literature identified data (6 in total). However, ...
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61 views

Bootstrapping where each sample size is the same size as the whole sample?

I am going through an online course on Data Analysis and Statistical Inference, and I am having trouble understanding the Bootstrapping method. I am asking the question here, as the course is not very ...
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65 views

Estimating quantiles by simulation

I'm a bit confused about how I would go about estimating quantiles by simulation. Say I have some statistical model $f(x,\theta)$. I can estimate the parameter $\theta$ and am able to generate random ...
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35 views

Hypothesis testing with non-iid observations

I have a dataset with observations which violate the independent and identically distributed (iid) assumption. The dataset is composed by a number of post-click conversion events (purchases on a ...
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20 views

Averaging time series to improve stationarity - loss of power?

Short version When averaging over a presumed stationary time series and calculating statistics (e. g. normalized mean square error) to compare to a simulation (atmospheric turbulence model) of the ...
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45 views

non normal data - bootstrap pearson r or kendall tau?

This may be a follow up on these questions: Pearson's or Spearman's correlation with non-normal data How robust is Pearson's correlation coefficient to violations of normality? ...
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58 views

Bootstrap confidence intervals interpretation; too large when testing sample mean

I implemented basic, Studentized and percentile bootstrap methods (in Matlab), to do hypothesis testing that a sample mean is significantly different than zero. (I realize from the limited research ...
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36 views

Minimizing 95% Confidence interval extent for bootstrapped confidence intervals

I'm new to CrossValidated so please excuse any shortcomings in my question. Suppose I have a sample of 500, for a population of 500,000. I asked my sample of 500 what day of the week they go grocery ...
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19 views

Metrics for regression error

Suppose I undertake a least squares regression on some data. I end up with a function such as $\hat{f}(x,y,\ldots)=\hat{\beta_0}+\hat{\beta_1}\cdot x+\hat{\beta_2}\cdot y+\hat{\beta_3}\cdot ...
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how to bootstrap data on irregular grid?

I have irregular gridded data and I wish to resample from this data in such a way that the spatial correlation in the data is preserved. I will assume that grids that are within 300Kms of one another ...
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1answer
65 views

Residual based bootstrap autoregressive series in MATLAB

I have defined the model as follows. Let $$y_1 = 0$$ and $$ y_i = \alpha + \beta y_{i-1} + \epsilon_i $$ for $i_2\ldots i_T$, where $\alpha$ and $\beta$ are the estimated coefficients and ...
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25 views

clustering verifying two basic invariance properties

disclaimer: I already asked something similar on stack overflow, but it seems to be a better place for that question here. I recently became interested in axiomatic definitions of clustering, cf. ...
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121 views

Are there any contemporary uses of jackknifing?

The question: Bootstrapping is superior to jackknifing; however, I am wondering if there are instances where jackknifing is the only or at least a viable option for characterizing uncertainty from ...
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1answer
55 views

Bootstrapping at group level (time series data)

I have time series of continuous measurements of two different variables $x(t)$ and $y(t)$ measured at times $t_i$. I measured those variables for different subjects (with different characteristics) ...
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27 views

Is it possible to validate very small p-values via bootstrap?

Suppose I want to see whether the p-values generated by a certain parametric method are close to the “true” p-values. To avoid relying on any parametric assumptions, the latter are produced via ...
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Does using bootstrapped samples improve parameter estimates for a fitted distribution?

The R package retimes has a function for fitting an ex-Gaussian distribution to a set of observations. The method involves taking multiple bootstrapped samples of the observations, and fitting the ...
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38 views

Bootstrapping on Regression Coefficient

I want to see if my logic is correct. Say that I have 250 data samples and for each of the sample I run a simple OLS $y=\beta x$. I then have 250 $\beta$. Now my objective is to see if, on average, ...
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86 views

Bootstrap: estimate is outside of confidence interval

I did a bootstrapping with a mixed model (several variables with interaction and one random variable). I got this result (only partial): ...
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77 views

Bootstrapping with standard deviation, mean and autocorrelation

I found in the matlab examples a way to use mean and sd for bootstrapping: ...
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301 views

Mean of the bootstrap sample vs statistic of the sample

Say I have a sample and the bootstrap sample from this sample for a stastitic $\chi$ (e.g. the mean). As we all know, this bootstrap sample estimates the sampling distribution of the estimator of the ...
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How well does bootstrapping approximate the sampling distribution of an estimator?

Having recently studied bootstrap, I came up with a conceptual question that still puzzles me: You have a population, and you want to know a population attribute, i.e. $\theta=g(P)$, where I use $P$ ...
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1answer
28 views

Working with the bootstrap sample vs the original sample

Consider a sample of real numbers. Say we want to estimate the central tendency of the population and get a sense of our uncertainty around this estimation. Let's put assumptions about the population ...
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12 views

Multiple Ancova's and adjustments to p-values

I am running about 10 Ancova's and am unsure about whether I adjust the overall p-value and then also the posthoc analyses p values. If the categorical independent factor has 3 or more levels. do I ...
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63 views

Bootstrapping linear function

On my course of learning statistical methods, I have read about a boostrapping technique where to estimate some statistic $t$ on data $X$ we sample with replacement from the original data and obtain ...