Linked Questions

1
vote
0answers
2k views

How does bootstrapping work? [duplicate]

So I'm trying to understand bootstrapping, I watched the following video: https://www.youtube.com/watch?v=gcPIyeqymOU&t=338s And starting from 2:53 the speaker explains that through ...
4
votes
1answer
356 views

Why do we resample in bootstrap estimation? [duplicate]

Why do we need to resample from an initial set of samples when using bootstrapping? Why don't we just take fresh sets of samples from the original distribution? What is the justification behind ...
2
votes
0answers
413 views

What is bootstrapping [duplicate]

The bootstrap is a resampling method to estimate the sampling distribution of a statistic. This is what the tag description says on this website. I am a layman, can someone please help me understand ...
1
vote
0answers
110 views

Intuition understanding of bootstrap [duplicate]

I want to estimate the population mean using 100 samples. The reasonable estimate of the population mean is the sample mean. I am wondering, why bootstrap can give more accurate result than the sample ...
38
votes
6answers
6k views

When to use simulations?

So this is a very simple and stupid question. However, when I was in school, I paid very little attention to the whole concept of simulations in class and that's left me a little terrified of that ...
59
votes
4answers
18k views

Assumptions regarding bootstrap estimates of uncertainty

I appreciate the usefulness of the bootstrap in obtaining uncertainty estimates, but one thing that's always bothered me about it is that the distribution corresponding to those estimates is the ...
67
votes
4answers
29k views

Can bootstrap be seen as a “cure” for the small sample size?

This question has been triggered by something I read in this graduate-level statistics textbook and also (independently) heard during this presentation at a statistical seminar. In both cases, the ...
82
votes
3answers
12k views

What are examples where a “naive bootstrap” fails?

Suppose I have a set of sample data from an unknown or complex distribution, and I want to perform some inference on a statistic $T$ of the data. My default inclination is to just generate a bunch of ...
29
votes
2answers
4k views

How well does bootstrapping approximate the sampling distribution of an estimator?

Having recently studied bootstrap, I came up with a conceptual question that still puzzles me: You have a population, and you want to know a population attribute, i.e. $\theta=g(P)$, where I use $P$ ...
35
votes
2answers
37k views

What is the meaning of a confidence interval taken from bootstrapped resamples?

I've been looking at numerous questions on this site regarding bootstrapping and confidence intervals, but I'm still confused. Part of the reason for my confusion is probably that I'm not advanced ...
29
votes
4answers
9k views

When is the bootstrap estimate of bias valid?

It is often claimed that bootstrapping can provide an estimate of the bias in an estimator. If $\hat t$ is the estimate for some statistic, and $\tilde t_i$ are the bootstrap replicas (with $i\in\{1,...
9
votes
1answer
17k views

Which bootstrapped regression model should I choose?

I have a binary logistic regression model with a DV (disease: yes/no) and 5 predictors (demographics [age, gender, tobacco smoking (yes/no)], a medical index (ordinal) and one random treatment [yes/no]...
11
votes
2answers
6k views

Why the data should be resampled under null hypothesis in bootstrap hypothesis testing?

The straightforward application of bootstrap methods to hypothesis testing is to estimate the confidence interval of the test statistic $\hat{\theta}$ by repeatedly calculating it on the bootstrapped ...
2
votes
3answers
14k views

Predicting future values with a regression model

I have a set of predictor variables and a target variable. I am really confused with regards to what method to use for forecasting the target variable. For example, my data set has monthly customer ...
9
votes
2answers
2k views

Should I bootstrap at the cluster level or the individual level?

I have a survival model with patients nested in hospitals that includes a random-effect for the hospitals. The random effect is gamma-distributed, and I am trying to report the 'relevance' of this ...

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