# Tagged Questions

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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### Bootstrapping a sample with unequal selection probabilities

I want to "blow up" a sample, taken with replacement, for which I know the overall sampling probability $\pi_i$ for each item $i$. Is it valid to use bootstrapping and apply inverse probability ...
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### What is $\rho$ in case of $Cov(X,Y) = \rho \cdot SD(Y) \cdot SD(X)$ if we have to undertake meta-analysis of sample-correaltions? [duplicate]

$\rho$ has been interpreted by Mathai and Rathie in their book as linear correlation. What is the correct interpretation when the covariance equals $\rho$ multiplied by the standard deviation $X$ ...
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### 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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### 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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### 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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### 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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### 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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### 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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### 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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### 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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### 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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### 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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### What's the difference between bootstrapping t-test and just using a nonparametric test?

I want to perform a single-tail test on a single sample of real numbers (N~100) against an expected value. The population is known to be not normally distributed. So from what I've read about stats, I ...
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### 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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### 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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### 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Pā, which can be either ...
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### 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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### 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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### Bootstrapping estimates of out-of-sample error

I know how to use bootstrap re-sampling to find confidence intervals for in-sample error or R2: ...
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### 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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### How to derive jackknife bias for variance and mean

I am having a hard time understanding how one derives jackknife bias for variance and mean. 1) why do we need inflation factor of $(n-1)$ when calculating jackknife bias of mean? 2) How does one ...
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### Using Monte Carlo p-values with the BH FDR Procedure

I'm working on creating a statistical procedure wherein multiple monte carlo permutation tests (Maris and Oostenveld, 2007) are performed and the Benjamani and Hochberg (2001) False Discovery Rate ...
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### 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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### 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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### 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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### 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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### 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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### 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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### 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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### 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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### 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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### 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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### Can you overfit by training machine learning algorithms using CV/Bootstrap?

This question may well be too open ended to get a definitive answer, but hopefully not. Machine learning algorithms, such as SVM, GBM, Random Forest etc, generally have some free parameters that, ...
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### Assessing the representativeness of population sampling

I am looking for some suggestions about assessing the representativeness of a particular dataset I am analyzing. In this dataset I am looking at the relationship between two variables (e.g., X and ...
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### What are good references on calculating confidence intervals using subsampling or the delete-d jackknife?

I searched for references on using subsampling or the delete-d jackknife to calculate confidence intervals but wasn't able to find much. Could someone please offer more reference on using subsampling ...
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### 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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### 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 ...
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### Increase the sample size of a Latin Hypercube study?

I want to create a climate model ensemble, testing 5 parameters (real, uniformly distributed between two values), using a latin hypercube approach. The problem is that I'm not sure how many ...
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### How to resample in R without repeating permutations?

In R, if I set.seed(), and then use the sample function to randomize a list, can I guarantee I won't generate the same permutation? ie... ...
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### Resampling dataset size

I have learned that resampling e.g. bootstrapping could give us better results for some problems. If we have a huge data set (millions of values) does it make sense to do some kind of resampling or ...
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### Resampling with SAS/IML

I am defining the basic matrix: 1 2 3 4 5 6 7 8 As follows: ...
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### Resampling without replacement in R, with a loop

Here is the head of my data set (tjornres): ...
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### How to resample matrices to test for the robustness of their correlation?

I have several populations where I have morphology and diet for each individual. I am interested in the correlation between diet and morphological distances. However the number of individuals in each ...
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### Bootstrap distribution of a breakpoint not centered around its parameter estimate

I estimated the breakpoint for a piecewise linear model (one intercept, two slopes that meet at the breakpoint) by minimizing the deviance using an optimizer (optim ...