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

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Odds ratio confidence interval using bootstrap

I have model with four predictors in logistic regression and sample size 39 (6 positive patients and 33 negative). When I perform logistic regression with bootstrap method it gives me b coefficient ...
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61 views

95% confidence intervals on prediction of censored binomial model estimated using mle2 / maximum-likelihood

I am working on a problem in which I have multiple pairs of currently living males i that each have a presumed paternal ancestor ...
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38 views

Sugest Vaible Research Area in Optimum Block Lenght for Block Time Series Bootstrap [on hold]

I am having something in mind concerning a thesis in Statistics; it is the "optimal block length for block bootstrap". the issue is that much work is also done on it already. Can anyone please guide ...
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33 views

Estimating the variation of the scaling factor from a transformation onto a theoretical graph

I have a numerically calculated graph, on unit-less coordinates. I have experimental data which corresponds to a point on that graph. The data has units, and to make it unitless one has to divide it ...
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53 views

How can I get p-value by using ecdf and bootstrapping?

First of all, forgive my for my ignorance about this concept. I might ask a basic question but what I have read from Exploratory Data Analysis: 2 Ways of Plotting Empirical Cumulative Distribution ...
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1answer
37 views

Estimating quantiles by bootstrap

It's known that one shouldn't use bootstrap to estimate minimum and maximum of the distribution which are quantiles. I have heard the reasoning that quantiles cannot be bootstrapped because quantile ...
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46 views

Can we use bootstrap samples that are smaller than original sample?

I want to use bootstrapping to estimate confidence intervals for estimated parameters from a panel dataset with N=250 firms and T=50 month. The estimation of parameters is computationally expensive (...
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1answer
48 views

Bootstrapping a sample from a finite population

Can someone point me to some reference for theory on bootstrapping a sample took from a population of known size? I am used to use Bootstrap to calculate confidence intervals of a sample when the ...
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1answer
37 views

combining RMSE for multiple cross-validation procedures

I have implemented a leave one out cross validation to calculate errors between daily forecast and observed values for spatio-temporal data taken in a given season (summer say). I have further ...
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48 views

Problem in bootstrap analyses (boot package)

I am trying to understand why a subset of 2-parameter binary logistic IRT models I am bootstrapping estimates for (i.e., the discrimination and difficulty parameter estimates) give rise to the same ...
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17 views

Adjusting Standard Error for Imputed/Generated Regressors

This is my first question, so I hope this is a valid question. I am surprised that I have seen only few questions (and no answer helping me out) referring to the adjustment of variance estimators in ...
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1answer
82 views

How to resample friendships when bootstrapping by individuals

Sheesh, I'm really confused. So, I have a dataset of individuals, and a dataset of their friendships. I want to test whether a particular (numeric) variable is correlated among friends. To do this, I ...
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1answer
53 views

Statistical test for random sample of data

I'm trying to determine if some particular measurements - in this case taken from a subset of genes of interest (50 genes) - show a significant difference to the rest of the population (15000 genes), ...
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31 views

Wilcoxon Signed Rank vs Bootstrapping for Skewed Cost Data

I'm currently looking at non parametric cost data (highly skewed to the right), and I'm trying to compare cost data pre and post intervention. Traditionally I've been taught that due to the non ...
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32 views

How am I going to understand this bootstrapping?

I already feel like I'm spamming this site! However, after several days of scratching my head and thinking things over, I cannot really answer this myself. I want to get a confidence interval of the ...
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10 views

Variance from bootstrap sample

For a given set of parameters I get a prediction from a model. Can I bootstrap my data for the given parameters and take the variance of my estimates for the given parameter values to approximate the ...
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36 views

Covariance matrix through bootstrapping - close to zero determinant

I have a set of 260 sets of measurements (for each set of measurements there is an amplitude measured as a function of 8 radii). Since I do not get measurement errors and I am interested in the ...
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1answer
32 views

Uncertainty on fitted parameters in extrapolation

Consider a time evolving phenomenon represented by a variable $y(t)$, whose dynamics is dependent on a parameter, say the temperature $\theta$. We have two series of measurements at different ...
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1answer
46 views

Bootstrapping: 632 vs n/2

Suppose I have $n$ individuals which are all either male or female and for each of which we can determine some quantity $X$. I want to decide whether there's a statistically significant difference in $...
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35 views

R, glmer(), plot bootstrapped CI in graph

Using the glmer() function in the LME4-library in R I computed logistic models, of the form: Y ~ cat1 * cont1 + (1|Subject) where, obviously, Y is the binomial outcome variable (0 or 1), cat1 is a ...
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18 views

Generating bootstrapped samples for gene expression time series

I have multiple gene expression profiles, measured at 23 time points with one measurement per time point (there's two at the start, but that's irrelevant for the rest of the question). Due to the ...
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55 views

Level of Mutual Information Among Bootstrap Samples vs. Delete-50% Jackknife Samples

Q: I wondered if anyone could offer a mathematical proof or similar, that, on average, delete-50% jackknife samples are not inherently more “independent,” in terms of information content, than ...
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8 views

Random forest block observations bootstrap samples / OOB observations

I would like to use random forest regression for prediction of schizophrenia-related continuous measures from genetic data. However, I have siblings in my data which would still be problematic with ...
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1answer
28 views

Is it legitimate to use bootstrap to estimate regression parameter with hypothetical sample data?

Consider a simple OLS model: $$ y = \beta_0 + \beta_1x_1 + \beta_2x_2 +\epsilon $$ Suppose $x_2$ is dummy variable which has value either 1 or 0 and the model is successfully fitted with collected ...
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14 views

Bootstrap comparison of group means instead of ANOVA/tukeyHSD

I have several groups (~30, >100 data points per group) and would like to see if there are differences between the group means and where. Both ANOVA and Kruskal-Wallace say yes and I'd like to see the ...
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84 views

optimism-corrected regression coefficients using Frank Harrell's method?

I used a regularized (LASSO) cox regression to estimate relapse times of patients and used Frank Harrell's bootstrapping method to obtain an optimism-corrected performance estimate of my model. I am ...
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23 views

Bootstrap in meta-analysis

I am conducting a network meta-analysis of clinical trials on cardioprotective drugs in patients undergoing chemotherapy (see PROSPERO protocol CRD42015029915), and I was wondering whether it would ...
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14 views

error propagation on the median

Suppose to have a set of exact data $x_i, i=1,\dots,N$ and to calculate its median value $m$. Then, a sound way to estimate the error $\delta m$ on $m$ would be bootstrapping. (I think...) But what ...
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32 views

How to determine if sampling is representative/similiar to my population

Let say for whatever reason I have obtained a sample of an initial population. (ie. we have paired case:controls on a set of confounders). I wish to compare how representative my sampled (or let me ...
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15 views

Significance of differences using bootstrapping

I have a matrix that I divide into 4 quadrants: Upper left, upper right, lower left, lower right. I want to know whether the ratio of the lower quadrants is significantly difference from the ratio of ...
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20 views

Measure relationship between continuous variable & unbalanced binary variable

I am trying to select variables for modelling a binary variable (whether a person will repay a loan) using various continuous variables about them - age, income, years of education, etc. I'd like to ...
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49 views

Scalable Random Forest For Massive Data

My problem is simple. I want to train a dataset using random forest on a huge dataset (with $n$ rows). Let's assume I can only fit $b < n$ rows in memory at a time. Model Choice I see several ...
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3 views

Covariance between non symmetrical matrices with a unidirectional composition

I am trying to explain variation in why some researchers go to certain places and not others by analyzing how many articles scientists from one publish about another location. My matrix is ...
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1answer
36 views

Which proportions are particularly high or low - compare confidence intervals, or logistic regression?

I have a large database of binary decisions (accept or reject), broken down by state of the applicant, so that for each state I can calculate a proportion of positive decisions. e.g. ...
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27 views

Glmnet — Confidence Interval in Regression

In general, my question is how to estimate some prediction intervals in the case of penalized linear models (in particular, I think about the glmnet R package). I understood that the introduction of a ...
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361 views

The correct way to display non-normal data?

In my university we learned a lot about normal data, but handling non-normal data wasn't really covered. For some benchmarking of an application I have data has a very high frequency around one value ...
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35 views

Monte Carlo vs simulation in GARCH (package “rugarch” in R)

What is the difference between a GARCH simulation and a GARCH Monte Carlo simulation? I look in the vingette for the "rugarch" package in R, Introduction to Rugarch. In section 6 Simulation on page ...
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27 views

Can I conclude whether these two populations are different?

I'm trying to determine whether my patient population differ from my control population in regards to number of children fathered per individual. The tables show the frequency of amount of children ...
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117 views

Prediction intervals for machine learning algorithms

I want to know if the process described below is valid/acceptable and any justification available. The idea: Supervised learning algorithms don't assume underlying structures/distributions about the ...
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1answer
44 views

Bootstrap the Correlation Coefficient without boot() in R

I want to understand the bootstrap-method for correlations. Therefore i tried to bootstrap the correlation without the boot() function of R. The problem of bootstrapping correlations are the bivariate ...
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19 views

Can we use cross validation and bootstrapping together?

I would like to estimate the model parameters from n data samples in a training data set. I want to know if I can use bootstrap and cross validation jointly. For instance, I have n data samples. ...
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22 views

95% confidence intervals across multiple bootstrapped confidence intervals

I apologize if this is basic, but I'm a bit confused. Basically, I have results from a method classifying binders from nonbinders in protein docking. We run the method on multiple structures of a ...
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31 views

Bootstrapping a fitted distribution

The following code fits a normal distribution to vector V1 of length 56, and then boostraps and plots the bootstrapped values of parameters. I would like to be certain my understanding of this is ...
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25 views

How to perform Wald test (nltest) manually after adjusting s.e. in 2nd-stage regression

I'm using the residual inclusion method to deal with endogeneity (i.e. get generalized residual from 1st stage, and insert it into 2nd stage as a new regressor). In the 2nd stage, I use bootstrap to ...
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34 views

Optimal block length for block bootstrap with multivariate time series

I've got a multivariate time series $\mathbf{X}_t$, where $t$ is time and there are $p>1$ columns of $\mathbf{X}_t$. There is autocorrelation in the data. I'm interested in various functions of $\...
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1answer
28 views

Bootstrap for small sample

Does bootstrap method help for small sample? In my mind, bootstrap is a solution when you don't have belief in a normality assumption. If your data is random enough, it might be convincing to sample ...
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5 views

Evaluate (user-defined) variance estimators in simulation environment?

I'd like to examine how a variance estimator that I constructed for complex surveys behaves in simulation environments, in a manner similar (and perhaps much simpler) to what Li and Levy (2009) at the ...
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1answer
19 views

Huge discrepancy between analytic Mann-Kendall statistic and its block bootstrap estimate

I am analyzing some environmental time series and I use Mann-Kendall test to check for monotonic trends. However, I am a little bit concerned about autocorrelations in my data, since standard Mann-...
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11 views

Can I avoid overfit in an ensemble model using a bootstrap with small samples as training sets?

Let´s suppose that t I have a dataset with 250 data points and I want to train an ensemble. If I choose to train each classifier of the ensemble with a small bootstrap sample (10) of the original ...
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What is an “almost stable” inducer?

I found a very interesting paper by Ron Kohavi titled "A Study of Cross-Validation and Bootstrap for Accuracy Estimation and Model Selection" (International Joint Conference on Artificial Intelligence,...