# Tagged Questions

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### Advantages of bootstrap aggregating (sampling)?

I am testing the robustness of a predictive model that I have previously established. I used to withdraw multiple random samples to see how robust the model is. Few days ago I came across bootstrap ...
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### Variance of sample mean of bootstrap sample

Let $X_{1},...,X_{n}$be distinct observations (no ties). Let $X_{1}^{*},...,X_{n}^{*}$denote a bootstrap sample (a sample from the empirical CDF) and let ...
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### Compute the variance of parameter estimates given limited number of samples

I'd like to infer the variance of estimated parameter $\hat\theta$ of the density function of $f(x;\theta)$ given only a limited number of samples $X_1,\cdots,X_n$. Bootstrapping doesn't perform well ...
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### Variance Covariance matrix of regression coefficients

In a procedure, I am resampling (bootstrapping) from a Y vector and X matrix. For each resample, I standardize. Then I run a linear model, and obtain the regression coefficients for each variable of ...
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### Bootstrap confidence intervals for partitioned variances in R

I'm trying to determine the variance partitioning within plant drought tolerance data among hierarchical ecological levels, from species to forest sites to biome levels. I did that with the varcomp ...
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### Are $\sigma_{70\%} = cte * \sigma /\sqrt{N}$, & $\sigma_{\bar x_{70\%}} = cte * \sigma /\sqrt{N}$ valid with non-normal distributions?

My working population is non normally distributed and from time to time I need to take a sample of it. Sometimes my sample exists of 100 units, at other times of 150 units. Of my sample I calculate ...
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### How does pooling and resampling affect variance of sample mean?

Suppose I have $N$ independent random variables $X_n$. I draw a sample of predetermined size $K_n$ from each of them. Denote the average of each sample $\bar{\hat{X}}_n$, and the total number of ...