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

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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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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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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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12 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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32 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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16 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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28 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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2answers
32 views

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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230 views

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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35 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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14 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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21 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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20 views

View selected sample for each replication in bootstrap loop [migrated]

Assume following simple bootstrap procedure: ...
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15 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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1answer
23 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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13 views

How to use the bootstat function to bootstrp without replacement? [migrated]

I have a simple MATLAB code to perform a bootstrap, but I need to do this without replacement. How do I write the bootstat function such that there is NO ...
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19 views

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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12 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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12 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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1answer
35 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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42 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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50 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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39 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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70 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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44 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
44 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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28 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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35 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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1answer
44 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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41 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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23 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
51 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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20 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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37 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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53 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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19 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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20 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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41 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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19 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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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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1answer
81 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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42 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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23 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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51 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? ...