Linked Questions

1
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1answer
872 views

BCa confidence interval and p-value disagreement. What coefficient to be reported? [duplicate]

I am using propensity score matching with kernel matching to test for the average treatment effect on the treated. The distribution of the bootstrapped differences is as follows: I transformed them ...
0
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0answers
33 views

Bootstrap p-value for rate ratio [duplicate]

I used the bootstrap method to calculate the 95% CI of a rate ratio, but wonder how I could calculate a p-value to test the significance of the rate ratio by bootstrap? Any help would be much ...
52
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4answers
15k views

Is it true that the percentile bootstrap should never be used?

In the MIT OpenCourseWare notes for 18.05 Introduction to Probability and Statistics, Spring 2014 (currently available here), it states: The bootstrap percentile method is appealing due to its ...
11
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3answers
16k views

How to obtain p-values of coefficients from bootstrap regression?

From Robert Kabacoff's Quick-R I have ...
22
votes
1answer
23k views

Using bootstrap under H0 to perform a test for the difference of two means: replacement within the groups or within the pooled sample

Suppose that I have a data with two independent groups: ...
13
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1answer
2k views

Non-parametric bootstrap p-values vs confidence intervals

Context This is somewhat similar to this question, but I do not think it is an exact duplicate. When you look for how instructions on how to perform a bootstrap hypothesis test, it is usually stated ...
6
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1answer
2k views

Get p-value of coefficients in regression models using bootstrap

I've been reading a lot these last few days about how to get a p-value from bootstrap for regression models (not by permutation). For each coefficient of the model, the null hypothesis is that the ...
1
vote
1answer
3k views

Performing an ANOVA on bootstrapped values

I have a 2 x 2 experimental design and have bootstrapped the distribution of a particular statistic for each cell. Is it possible to perform something akin to an ANOVA on these bootstrapped data such ...
3
votes
2answers
327 views

converting a bootstrap confidence interval into a p-value

If a bootstrap confidence interval (CI) can be interpreted as a standard CI (e.g., the range of null hypothesis values that cannot be rejected) [also stated in this post]. Is it ok to derive a p-value ...
3
votes
0answers
915 views

How to calculate a p-value under the null from a bootstrap?

In another thread, I asked how to obtain a confidence interval of the difference in probability of success between two groups from a logit model and @Weihuang Wong showed me how to do this with a ...
1
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1answer
594 views

Bootstrap based bias correction

Assume we have a probablistic model $f_{\theta}(x)$ and try to estimate the parameter $\theta$ based on data $x$ with some procedure that yields a biased estimator $$E[\hat{\theta}]=\theta + \eta,$$ ...
6
votes
1answer
148 views

Why is bootstrapping p-values not just finding the null in the bootstrap samples?

I've been trying to look into the possibility of plucking a p-value for a slightly tricky case from the bootstrap distribution that I'm generating to construct confidence intervals. Everything I'm ...
2
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0answers
509 views

Computing a p-value using bootstrap using estimated Confidence Intervals?

I am trying to compute a p-value of a difference-in-difference estimator, where the null hypothesis is that the difference-in-difference is 0, and the alternative hypothesis is that the difference-in-...
1
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1answer
396 views

Is it correct to say that the nonparametric BCa (bootstrap confidence intervals) is assumptions-free?

I'd like to use the BCa algorithm to compute 95% confidence limits (maybe let's not call it intervals) for the medians of two population samples. I'd like to visually inspect and conclude whether the ...
2
votes
2answers
129 views

Diagnostics for Bootstrap

I would like to know if there are any agreed on diagnostics one should run after any simple bootstrapping procedure. For example, I bootstrap a quite simple parameter like a median or a correlation to ...

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