Linked Questions

1 vote
1 answer
1k 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 ...
dtribus's user avatar
  • 31
0 votes
0 answers
43 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 ...
AprilCS's user avatar
  • 21
73 votes
5 answers
33k 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 ...
Clarinetist's user avatar
  • 5,027
16 votes
3 answers
21k views

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

From Robert Kabacoff's Quick-R I have ...
ECII's user avatar
  • 2,181
29 votes
1 answer
27k 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: ...
Newbie_R's user avatar
  • 407
10 votes
2 answers
4k 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 ...
Kevin Zarca's user avatar
4 votes
3 answers
321 views

p-values from CIs?

Is there a way to calculate p-values from bootstrapped CIs extracted with the quantile function? ...
locus's user avatar
  • 1,603
17 votes
1 answer
5k 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 ...
Erik's user avatar
  • 7,249
6 votes
4 answers
542 views

Why do the bootstrap calculated p-value and the confidence intervals seem to contradict each other [R code, specific example]?

Below you'll find the data and the corresponding R code used to perform the bootstrap hypothesis test to compare the ratio of the means of two samples and additionally, to estimate the 95% confidence ...
Treex's user avatar
  • 144
4 votes
2 answers
3k 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 ...
quibble's user avatar
  • 1,482
5 votes
1 answer
3k 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 $$E[\hat{\theta}]=\theta + \eta,$$ ...
Michael L.'s user avatar
  • 1,478
2 votes
1 answer
5k 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 ...
Matt P's user avatar
  • 117
2 votes
1 answer
2k 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 ...
SkyWalker's user avatar
  • 925
7 votes
1 answer
709 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 ...
justme's user avatar
  • 775
4 votes
0 answers
1k 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 ...
bee guy's user avatar
  • 1,019

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