Resampling is taking a sample from a sample. Common uses are jackknifing (taking a subsample, eg all values but 1) & bootstrapping (sampling w/ replacement). These techniques can provide a robust estimate of a sampling distribution when it would be difficult or impossible to derive analytically.

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Addressing Non-reponse in a Convenience Sample

I am studying customer satisfaction in a large hierarchical organization. I plan to administer a voluntary survey to customers across the organization, and need to address non-response in my analysis. ...
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9 views

Estimating variance of prediction error in bootstrapped training sets with clustered data

I have C clusters with m elements each. I split the C clusters into a large training set D and a test set T. Hence, each element in D and T has m related elements, so its a cluster. I want to ...
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139 views

Optimal sampling strategy for EFA, CFA and SEM

I'm wondering what should be the optimal sampling strategy for my dissertation research. I have four data sources (two open source software projects meta-repositories and two global startup ...
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25 views

Analysis of forest inventory data - non-random samples

I apologise, this isn't a single question. It is more of a general problem on which I am working and am seeking guidance for how to proceed. I have been provided with an inventory dataset of plot ...
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23 views

What are RMSE SD and Rsquared SD metrics in resampling results using R package:caret?

I've been doing predictive modelling with R package caret. When resampling regression models, I get the traditional RMSE and Rsquared metrics, but also RMSE SD and ...
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23 views

Bootstrapping data with only sampling weights given

Suppose you only have these information from a sample data: $X_i$ and $w_i$, $i=1,...,N$, where $w_i$'s are the respective sampling weights(not integers). Is it possible to obtain a valid bootstrap ...
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40 views

Bias and variance estimation with boostrap

The Wikipedia article about Jacknife estimation of the bias and variance of an estimator $\theta$ includes the following formulas: Variance of $\theta$: $ \operatorname {Var}(\theta )=\sigma ...
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45 views

Statistical thought experiment (possibly Bayesian) about survey sampling and propensity scores

For some practical application I recently came about the following thought experiment. Can anybody help? Suppose we administer a survey A to measure a variable $Y$. The response probabilities may ...
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29 views

Bonferroni correction: control vs. groups?

I'm trying to understand how to set up a Bonferroni correction on several different groups and compare it to the control group. The groups and observations are as follows (with Group 0 being the ...
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47 views

Advice on resampling scheme for a small sample/ costly computation situation?

I am testing combinations of preprocessing activities on a small data set (n=48, p=30). The script generates 3200 different versions of the original data and measures how they perform in a ...
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80 views

Can Bootstrap Resampling be used to Calculate a Confidence Interval for the Variance of a Data Set?

I know that if you re-sample from a data set many times and calculate the mean each time, these means will follow a normal distribution (by the CLT). Thus, you can calculate a confidence interval on ...
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95 views

Bootstrapped p-value

I have a p-value that I generate via resampling. Resamples = 5000 Positive findings = 1000 positive findings P-value = 1000/5000 = 0.2 How can I compute the 95% confidence interval for this ...
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34 views

Selecting uncorrelated samples from a set of bulk data that contains correlated and dependent samples

i have a set of data that is generated by expensive computational model evaluations, on a total data set of 10000 samples in 40 dimensions. This sample data set is composed of different data sets, ...
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81 views

Sampling and resampling data in R

My problem this time concerns sampling size-related errors, resample-based confidence intervals and a possible way to control for this error. My dataset consists of 50 measurements of certain cranial ...
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61 views

Sufficient statistics and parametric bootstrapping

Does the resampling step of the bootstrap method require to have the sample entirely, or a sufficient statistic suffices? In general, the bootstrapping can be nonparametric or parametric. In the ...
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103 views

Bootstrapping fits to a small sample

I have a sample of experimentally measured survival times that are quite noisy and vary stochastically. The survival probability of these events (number of events with a survival time of t or more) is ...
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117 views

Required number of permutations for a permutation-based p-value

I need to calculate a permutation-based p-value with significance level $\alpha$, how many permutations do I need ? From the article "Permutation Tests for Studying Classifier Performance", page 5 : ...
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25 views

time series (asynchronous/variable) sample rate conversion

I am having a problen in preparing my data. The data is a GPS track recorded from a lengthy car-trip. This is recorded with a constant frequency - I have a datapoint every 200ms. Now I have ...
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31 views

How small can a subsample in bagging be before performance degrades severely?

If I want to perform bagging, would subsamples with sizes of 0.1% of the actual data be appropriate? The reason I want to do so is because my actual data set is very large in the tens of millions.
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115 views

Bootstrapping in R using the boot {boot} and Boot {car}

I'm trying my hand at resampling techniques with a dataset I have, and I think either I'm missing a conceptual point with bootstrapping, or I'm doing something incorrectly in ...
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26 views

Does true correlation in statistics represent validity coefficent as used in psychometrics? [duplicate]

The statistics appears to have borrowed certain concepts and models from psychometric theories and models. Is it a correct to presume that the two terms are equivalent?
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98 views

Multiple resampling test/train dataset when choosing new models?

I have been reading several posts on testing multiple models on the same dataset, which can lead to problems controling type-1 errors. Mostly these posts have to do with data-mining on big datasets: ...
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43 views

Calculating the probability of 31 of 628 items are sampled (no replacement) more than 10x amongst 150 participants drawing 50 items each

I am sorry for having to ask a simple probability question, but I have been thinking about it for weeks and an extensive google search has given no answers. I have a group of 628 questions. 31 ...
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127 views

What method is simulating pvalues from re sampling from the data

A while back I asked a question about correlating times between time stamps and received a response from Peter Ellis that said I could calculate mean distances between codes... This already will ...
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124 views

Restricting minimum subgroup size in a bootstrap resampling study - why is this approach wrong?

I'm currently doing a simple re-sampling study where I compare different methods for generating the confidence interval for linear regression models. I'm trying to follow Burton et. al's (2006) ...
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58 views

Suitable method to estimate confidence intervals for an extreme order statistic

I have a sampling distribution generated by computing the maximum across many samples. I'd now like to generate an estimate for what the true maximum parameter is within the population I sampled from. ...
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43 views

How to resample samples according to a known distribution

I am encountering the following problem: I have been given a number of samples, and my task is to select those from the distribution that we are interested. Suppose the distribution that I am ...
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23 views

Building Accurate Model & Resampling

There is a model built using logistic regression. The data has a lot of variance. Can the accuracy of the model be improved by either of the following? 1)Resample the training data dozens of times, ...
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129 views

Is the p value in a permutation test the same as the p value in the original test?

This is an extension from my last post. It seems to be too long to discuss there. When testing some null $H$ versus alternative $K$ by a test statistic $U(X)$, the p-value for $U$ on a sample $X$ ...
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39 views

How to bootstrap respecting subject-level information? [closed]

This is my first post and I am not a skilled programmer, so please let me know if the question or code are unclear. I am trying to bootstrap an interaction (that is my test statistic) using the ...
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43 views

Resampling and multiple comparisons

I hope someone can help me with the following problem (please have in mind that I am not a statistician). I run an experiment with 4 treatments where I measured the variable ā€œPā€, which can be either ...
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321 views

By using SMOTE the classification of the validation set is bad

I want to do classification with 2 classes. When I classify without smote I get: ...
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185 views

Testing Classification on Oversampled Imbalance Data

I am working on severely imbalanced data. In literature, several methods are used to re-balance the data using re-sampling (over- or under-sampling). Two good approaches are: SMOTE: Synthetic ...
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102 views

Block bootstrap for dependent data with unequal sampling intervals?

I have data from a natural archive (lake sediment). For various reasons it is usually impossible to sample the archive equally in time, and we end up with a time series where essentially we have ...
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166 views

Randomizing variables to get the best combination for high R-squared values in R

I've been spending quite some time to figure out how I can get the best R squared value from randomization of some values in a linear regression equation. I have allele frequency data and 14 ...
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71 views

How to derive jackknife bias for variance and mean

I am having a hard time to understand how one derives the jackknife bias for the variance and mean. 1) Why do we need an inflation factor of $(n-1)$ when calculating the jackknife bias of the mean? ...
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148 views

For bootstrapping, why does a higher subsample size lead to lower variance?

I've been working on a bootstrapping problem that's left me a little confused and wondering whether I'm doing things correctly. We have around 200 samples from a population of about 3,400, we want to ...
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431 views

Why might the mean of a bootstrapped distribution not equal the original summary statistic?

Background: I have n samples and their average. The mean of this empirical bootstrapped distribution seems quite different form the average of my original sample. My original average for the n samples ...
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227 views

Downsampling excessively sampled curves

I'm looking for a quick (event if not so accurate) way to deal with over-sampled curves using R. Consider the following example in which x contains 1000 values in ...
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232 views

Resampling with replacement permutation analysis

My question might be easy for most of you to answer. I am starting to learn statistics and coding in R so my questions are on the basic level. I have a dataset of (two groups, replicates). My data is ...
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94 views

How to assess stability of daily time series in sentiment analysis?

I developed a measure of "sentiment" and I have time based data and used the measure to derive a daily sentiment time series. I am looking for some way to establish reliability or maybe stability. For ...
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255 views

Resampling or Basic Simulation and confidence intervals

I have a population of sales that might be won or lost. I know the rate that they are won from historical data. This case 30% of them historically win. To figure out how much money I will be making ...
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47 views

Notation of a resampled mean

For a work that I have to document, at some point I do N resampling of the initial sample and generate N means out of them (some kind of bootstrapping). Pretty easy, however I don't know how to write ...
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176 views

Resampling and Huber-White

I'm trying to implement the "Free Step-Down Resampling Method" described by Westfall and Young in "Resampling-Based Multiple Testing" (algorithm ~2.8 in the text). My goal is to perform a multivariate ...
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1answer
138 views

Controlling type I error in permutation tests

I'm implementing a permutation test for a test statistic with unknown distribution. Apart from my concrete situation (see below), I'd like to know first If and under what circumstances permutation ...
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61 views

If my counts are from a proportion (resampling) of a sample, does it influence the confidence interval?

The aim is to estimate the proportion (or counts) of a certain species among a collected sample. Due to the large number, it is not possible to count through the whole sample. So I have to select a ...
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354 views

Is centering needed when bootstrapping the sample mean?

When reading about how to approximate the distribution of the sample mean I came across the nonparametric bootstrap method. Apparently one can approximate the distribution of $\bar{X}_n-\mu$ by the ...
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2answers
302 views

What is this permutation?

I was recently looking for ways to resample time series, in ways that Approximately preserve the auto-correlation of long memory processes. Preserve the domain of the observations (for instance a ...
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234 views

Shifting bootstrap confidence interval to be centered around original parameter

I've been doing a bit of research into bootstrapping as I've been told one method of performing it, and this seems to differ from what I can find in other sources. I have a sample, and want to ...
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262 views

How/Why does resampling from “any” distribution lead to a normal distribution?

I was performing some Monte-Carlos on historical data and irrespective of the distribution of the data I would always get a normal distribution owing to resampling with replacement. That made it easy ...