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Michael R. Chernick
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There are two methods related to your question. One is the m out of n bootstrap and the other is random subsampling. In his orignialoriginal proposal Efron picked the bootstrap sample size to be the same as the original sample size. There was no specific requirement to do that but the idea was to mimic random sampling from the population as closely as possible. However there are situations where this ordinary bootstrap is inconsistent and. Bickel and Ren among otherothers showed that taking a smaller sample size m can lead to consistent results. This works asymptotically with m and n both tending to infinity but at a rate so that m/n goes to 0. Random subsampling was introduced by Hartigan and McCarthy in the late 1960s about a decade before the bootstrap. It uses a procedure of randomly sampling subsets of the original sample. It may be that you could take either of these approaches with theyour data.

For information on the m out of n bootstrap you can consult either of the following books that I authored/coauthoredco-authored:

An Introduction to Bootstrap Methods with Applications to R

Bootstrap Methods: A Guide for Practitioners and Researchers

This book by Politis, Romano and Wolf goes into random subsampling in great detail:

Subsampling

There are two methods related to your question. One is the m out of n bootstrap and the other is random subsampling. In his orignial proposal Efron picked the bootstrap sample size to be the same as the original sample size. There was no specific requirement to do that but the idea was to mimic random sampling from the population as closely as possible. However there are situations where this ordinary bootstrap is inconsistent and Bickel and Ren among other showed that taking a smaller sample size m can lead to consistent results. This works asymptotically with m and n both tending to infinity but at a rate so that m/n goes to 0. Random subsampling was introduced by Hartigan and McCarthy in the late 1960s about a decade before the bootstrap. It uses a procedure of randomly sampling subsets of the original sample. It may be that you could take either of these approaches with the data.

For information on the m out of n bootstrap you can consult either of the following books that I authored/coauthored:

An Introduction to Bootstrap Methods with Applications to R

Bootstrap Methods: A Guide for Practitioners and Researchers

This book by Politis, Romano and Wolf goes into random subsampling in great detail:

Subsampling

There are two methods related to your question. One is the m out of n bootstrap and the other is random subsampling. In his original proposal Efron picked the bootstrap sample size to be the same as the original sample size. There was no specific requirement to do that but the idea was to mimic random sampling from the population as closely as possible. However there are situations where this ordinary bootstrap is inconsistent. Bickel and Ren among others showed that taking a smaller sample size m can lead to consistent results. This works asymptotically with m and n both tending to infinity but at a rate so that m/n goes to 0. Random subsampling was introduced by Hartigan and McCarthy in the late 1960s about a decade before the bootstrap. It uses a procedure of randomly sampling subsets of the original sample. It may be that you could take either of these approaches with your data.

For information on the m out of n bootstrap you can consult either of the following books that I authored/co-authored:

An Introduction to Bootstrap Methods with Applications to R

Bootstrap Methods: A Guide for Practitioners and Researchers

This book by Politis, Romano and Wolf goes into random subsampling in great detail:

Subsampling

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Gavin Simpson
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There are two methods related to your question. One is the m out of n bootstrap and the other is random subsampling. In his orignial proposal Efron picked the bootstrap sample size to be the same as the original sample size. There was no specific requirement to do that but the idea was to mimic random sampling from the population as closely as possible. However there are situations where this ordinary bootstrap is inconsistent and Bickel and Ren among other showed that taking a smaller sample size m can lead to consistent results. This works asymptotically with m and n both tending to infinity but at a rate so that m/n goes to 0. Random subsampling was introduced by Hartigan and McCarthy in the late 1960s about a decade before the bootstrap. It uses a procedure of randomly sampling subsets of the original sample. It may be that you could take either of these approaches with the data.

For information on the m out of n bootstrap you can consult either of the following books that I authored/coauthored:

http://www.amazon.com/Introduction-Bootstrap-Methods-Applications/dp/0470467045/ref=sr_1_4?s=books&ie=UTF8&qid=1344459978&sr=1-4&keywords=bootstrapAn Introduction to Bootstrap Methods with Applications to R

http://www.amazon.com/Bootstrap-Methods-Practitioners-Researchers-Probability/dp/0471756210/ref=sr_1_5?s=books&ie=UTF8&qid=1344460013&sr=1-5&keywords=bootstrap Methods: A Guide for Practitioners and Researchers

This book by Politis, Romano and Wolf goes into random subsampling in great detail:

http://www.amazon.com/Subsampling-Springer-Statistics-Dimitris-Politis/dp/0387988548/ref=sr_1_1?s=books&ie=UTF8&qid=1344460070&sr=1-1&keywords=subsampling

There are two methods related to your question. One is the m out of n bootstrap and the other is random subsampling. In his orignial proposal Efron picked the bootstrap sample size to be the same as the original sample size. There was no specific requirement to do that but the idea was to mimic random sampling from the population as closely as possible. However there are situations where this ordinary bootstrap is inconsistent and Bickel and Ren among other showed that taking a smaller sample size m can lead to consistent results. This works asymptotically with m and n both tending to infinity but at a rate so that m/n goes to 0. Random subsampling was introduced by Hartigan and McCarthy in the late 1960s about a decade before the bootstrap. It uses a procedure of randomly sampling subsets of the original sample. It may be that you could take either of these approaches with the data.

For information on the m out of n bootstrap you can consult either of the following books that I authored/coauthored:

http://www.amazon.com/Introduction-Bootstrap-Methods-Applications/dp/0470467045/ref=sr_1_4?s=books&ie=UTF8&qid=1344459978&sr=1-4&keywords=bootstrap

http://www.amazon.com/Bootstrap-Methods-Practitioners-Researchers-Probability/dp/0471756210/ref=sr_1_5?s=books&ie=UTF8&qid=1344460013&sr=1-5&keywords=bootstrap

This book by Politis, Romano and Wolf goes into random subsampling in great detail:

http://www.amazon.com/Subsampling-Springer-Statistics-Dimitris-Politis/dp/0387988548/ref=sr_1_1?s=books&ie=UTF8&qid=1344460070&sr=1-1&keywords=subsampling

There are two methods related to your question. One is the m out of n bootstrap and the other is random subsampling. In his orignial proposal Efron picked the bootstrap sample size to be the same as the original sample size. There was no specific requirement to do that but the idea was to mimic random sampling from the population as closely as possible. However there are situations where this ordinary bootstrap is inconsistent and Bickel and Ren among other showed that taking a smaller sample size m can lead to consistent results. This works asymptotically with m and n both tending to infinity but at a rate so that m/n goes to 0. Random subsampling was introduced by Hartigan and McCarthy in the late 1960s about a decade before the bootstrap. It uses a procedure of randomly sampling subsets of the original sample. It may be that you could take either of these approaches with the data.

For information on the m out of n bootstrap you can consult either of the following books that I authored/coauthored:

An Introduction to Bootstrap Methods with Applications to R

Bootstrap Methods: A Guide for Practitioners and Researchers

This book by Politis, Romano and Wolf goes into random subsampling in great detail:

Subsampling

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Michael R. Chernick
  • 43.2k
  • 28
  • 85
  • 159

There are two methods related to your question. One is the m out of n bootstrap and the other is random subsampling. In his orignial proposal Efron picked the bootstrap sample size to be the same as the original sample size. There was no specific requirement to do that but the idea was to mimic random sampling from the population as closely as possible. However there are situations where this ordinary bootstrap is inconsistent and Bickel and Ren among other showed that taking a smaller sample size m can lead to consistent results. This works asymptotically with m and n both tending to infinity but at a rate so that m/n goes to 0. Random subsampling was introduced by Hartigan and McCarthy in the late 1960s about a decade before the bootstrap. It uses a procedure of randomly sampling subsets of the original sample. It may be that you could take either of these approaches with the data.

For information on the m out of n bootstrap you can consult either of the following books that I authored/coauthored:

http://www.amazon.com/Introduction-Bootstrap-Methods-Applications/dp/0470467045/ref=sr_1_4?s=books&ie=UTF8&qid=1344459978&sr=1-4&keywords=bootstrap

http://www.amazon.com/Bootstrap-Methods-Practitioners-Researchers-Probability/dp/0471756210/ref=sr_1_5?s=books&ie=UTF8&qid=1344460013&sr=1-5&keywords=bootstrap

This book by Politis, Romano and Wolf goes into random subsampling in great detail:

http://www.amazon.com/Subsampling-Springer-Statistics-Dimitris-Politis/dp/0387988548/ref=sr_1_1?s=books&ie=UTF8&qid=1344460070&sr=1-1&keywords=subsampling