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

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How do I interpret results from calibration using bootstrap in R [on hold]

I am using the package rms in R. I want to report results of the statistics found in the function: ...
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Monte Carlo for converting data measured using different methods

I have two sets of observations (1 and 2) of the same element, but the methods of measurements were different (say for obs#1 method A and for obs#2 method B was implemented). A subset of samples ...
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34 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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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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30 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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30 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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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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16 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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8 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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38 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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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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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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56 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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52 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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29 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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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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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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48 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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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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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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58 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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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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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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48 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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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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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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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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51 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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283 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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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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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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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 ...
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what is the effect of bootstap resampling in bagging algorithm(ensemble learning)?

In ensemble learning with bagging, why is it important to do bootstrap resampling (sampling with replacement) instead of just sub-sampling (sampling without replacement)?
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Bootstrap confidence intervals

I write to you for 3 questions. I want to calculate confidence intervals on different measures of association (Pearson's correlation coefficient, Cramer's V and the Eta-square). I will make the ...
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Error propagation with the bootstrap method

I am trying to estimate the value of a function (essentially a standard deviation) from a series of experimental data. The value, v, is broadly given by $$ v = \sigma(F(\textbf{x}),F(\textbf{y}), ...
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54 views

Use of bootstrap in clustering algorithms

Are there clustering algorithms that take advantage of bootstrap? For example can one combine bootstrap with a standard K-Means algorithm to scale K-Means. I was thinking if the following at a ...
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Bootstrapping confidence intervals in R [closed]

I am a total beginner in using the bootstrap method... At first I calculated the 95% confidence interval myself using R but it is not normally distributed so this would only be a veery rough ...
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132 views

How to estimate the true distribution by using bootstrap method

I would like to estimate the true distribution of the following data set by making use of bootstrap method. ...
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61 views

Bootstrapped BCa confidence interval of median (R package simpleboot) does not correspond with Wilcox.test p value

I am using R to compare the medians of two groups. Each individual has received a score of between 0 and 100. Both distributions are very skewed. The median of group A (n=33) is 87.8 (IQR 75.1, 100.0) ...
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When is the bootstrap estimate of bias valid?

It is often claimed that bootstrapping can provide an estimate of the bias in an estimator. If $\hat t$ is the estimate for some statistic, and $\tilde t_i$ are the bootstrap replicas (with ...
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Bootstrapping - Variance of Time Series with Micro-level Data

I have micro-level (individuals) time series data and I am able to calculate some aggregate statistic for each time period. The data is not a panel, so each month is a different cross-section of ...
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1answer
66 views

Why would I want to bootstrap when computing an independent sample t-test? (how to justify, interpret, and report a bootstrapped t-test)

Let's say I have two conditions, and my sample size for the two conditions is extremely low. Let's say I only have 14 observations in the first condition and 11 in the other. I want to use the t-test ...
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Best suggested textbooks on Bootstrap resampling?

I just wanted to ask which are in your opinion the best available books on bootstrap out there. By this I don't necessarily only mean the one written by its developers. Could you please indicate ...
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Bootstrapping and comparing Gini coefficients

for my dissertation I need to compare the Gini coefficients of 5 different markets with approx. the sample population size. I would like to do bootstrapping to compare the means (instead of ...
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224 views

Bootstrap two-sample t test

I'd like to bootstrap a two sample t-test. My DV is some psychological variable. I have two groups (women and men), unequal sizes and I do not assume equal variances. I'm not sure if my code or/and my ...
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Bootstrapping and Kolmogorov-Smirnov

Here is an experiment I did: I bootstrapped a sample $S$ and stored the results as empirical distribution under the name $S_1$. Then I bootstrapped $i=10000$ times in a row the same sample $S$ and ...