# Questions tagged [bootstrap]

The bootstrap is a resampling method to estimate the sampling distribution of a statistic.

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### Bootstrap consistency

In the usual setup of a statistical model, suppose that $T_n(X_1,\dots,X_n)$ is a strongly consistent estimator of a parameter $\theta$. Let $X^*_1,\dots,X^*_n$ be a random sample from the empirical ...
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### Bootstrap textbook [duplicate]

I used to make good reference to an excellent course on non-parametric statistics but it just got taken down. Maybe its time to find a decent text on bootstrap confidence intervals and smoothing ...
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### Bootstrap in Design of Experiments [closed]

Does it make sense to perform bootstrap analysis for coefficients in a Design of Experiments data set, given that excluding treatments can introduce multicollinearity?
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### What is wrong with my implementation of bootstrapping? [closed]

My understanding of the bootstrap is as follows. Suppose we have some data $x = (x_1, \dots, x_2)$ that are realizations from a law $\mathcal{P}_{\theta_0}$. We would like to estimate the distribution ...
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### Bootstrap iteration as random effect

I have a theoretical question. Would it make sense to replicate a dataset via bootstrapping and then perform a mixed effect analysis using the data from all iterations, specifying the specific ...
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### How to bootstrap subsamples in R [closed]

I'm trying to compare 4 groups means (using bootstrap approach) but my groups are unequal in size. To make a better comparison, I would like to set my bootstrap sample sizes to all be the same (i.e. ...
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### Nonparametric bootstrap to construct confidence intervals for Cohen's Kappa Coefficient

I was recently asked to perform nonparametric bootstrap to construct 95% confidence intervals for $\kappa$ using normal approximation, but I'm not sure how to do this. The only data I was given was ...
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### What are the uses of bootstrap resampling?

I'm still wrapping my head around bootstrapping but am struggling to think of how it is applied. I have looked at: Explaining to laypeople why bootstrapping works So far, my understanding is that ...
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### Common practice for validating classifiers in medical statistics

We are writing a paper, where we suggest a new classifier. We have a data base with about 1400 medical cases. Would it be sufficient just to divide the dataset into training 70% and test 30%? Or ...
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### Bootstrap t-test and associated barplots [closed]

I am trying to figure out the code that will run a bootstrap t-test on multivariate data. I have two treatments in this experiment (control and trmt). The response variable is plant cover (there are ...
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### How many experiments do I need to perform?

I'm currently collecting time series data from an experiment. I'm collecting the position of an object in 1D, i.e. $x$, at a rate of 60 times per second. I'm then interested in summary statistics. The ...
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### Error-bars on split half reliability

Say I administer a test to 30 students. I randomly divide the test questions into two parts and score each half for each student. I then calculate the correlation coefficient between scores on each ...
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### Sampling distribution is not normal. How is that possible?

As central limit theorem suggests, sampling distribution is approaching normal on the large sample sizes regardless of the initial distribution of the variable. And it's always been true for me until ...
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### Bootstrap hypothesis test of sample difference for a general function f(x)

I have two samples, $x$ and $y$. $x$ is generated from the multinomial $Mult(n_x, \pi_x)$ and y from $Mult(n_y, \pi_y)$. I am interested in the quantities $f(\pi_x)$ and $f(\pi_y)$. Specifically, I ...
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### Biased bootstrap: how to construct confidence intervals?

For a project I am trying to evaluate a set of predictors using logistic regression. So I have defined a model selection procedure that I applied on the data, and estimate an AUC to assess model ...
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### Calculate accelerated bootstrap interval in R

I am trying to to calculate bootstrap confidence interval on an index calculated from a vector of values, and if the index is significantly greater than 0 in R. For example, the vector of length 6: <...
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### Bootstrapped data to fit models and comparison

I have a large data set, say 40k row by 60 columns. Now I do bootstrapping (resample the rows with replacement) on this whole data set for 10k times. Then I used each of the 10k data sets to fit a ...
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### Bootstrapping for time series modeling

I am developing a model to decompose a univariate time series dataset into three components: seasonal, trend, and a piecewise semi-linear component with a sawtooth pattern (repeated gradual decline ...
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### Bootstrapping for mediation in multilevel model with binary outcome

I am trying to do a mediation analysis with a multilevel model, where the outcome is binary and the predictor and mediator are continous. I wanted to do bootstrapping and then comparison of confident ...
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### Question about the use of the word “standard error” in several situations

I'm now reading the book Computer Age Statistical Inference and I'm not sure what the standard error actually refers to in several cases. In Page 9, the author defines for two data sets AML and ALL (...
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### Are there any package for stratified bootstrap re-sampling for principal component analysis in R? [closed]

It is possible to bootstrap principal component analysis (see package bootSVD) It is possible to conduct stratified bootstrapping (see package boot, option strata). However, is it possible to conduct ...
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### Bootstrapping of data, in R, for improving the homogeneity of variance

I have a data collected on five point likert scale; aims at studying, the level of preference individuals gives to the different factors, (such as Tax Benefits, Maturity period, Rate of Returns ...) ...
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### Bootstrapped confidence intervals: different values at every computation?

I am running an ANOVA and computing bootstrapped CIs for my effect sizes. I am using for this the Measures of Effect Size Toolbox for Matlab. To my surprise, if I re-run the same line of code, i.e. ...
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### Can't .632+ rule be computed for any kind of outcome and prediction score?

It seems that the R packages I found around for computing the .632+ estimation of prediction error work only with categorical outcomes. Why is that? Looking at the formulas in Efron 1997 paper it ...
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### Trend detection using Mann Kendall test and block bootstrap technique

I have to analyze the trend in rainfall time series data. Many literatures suggest that the nonparametric block bootstrap technique incorporating the Mann-Kendall trend test is suitable for trend ...
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### How does Data Augmentation work for supervised learning models?

I've ran into a few Kaggle competitions where the winning solution used data augmentation, and a new ML platform, which claimed to help with Data Augmentation. Use cases were imbalanced classes and ...
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### Bootstrapping across residuals for heteroscedastic data

I have a highly heteroscedastic 2d dataset (x,y) where both x and y cover about 3 orders of magnitude; therefore, although the % error is roughly constant and normally distributed across x, the ...
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### Can we not use Bootstrapping for all small sample ML use cases?

This might be a noob question and excuse me for my naivette here. But we know in Statistics, we can use Bootstrapping to generate more samples repeatedly from the same sample. So on problems where ...
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### How to bootstrap residuals of two-way clustered standard errors [closed]

I'm doing a two stage model that I'm trying to bootstrap to get the covariance matrix of the second stage. My data is panel, with observations at the country quarter level. In the first stage I ...