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Results tagged with bootstrap
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user 196
The bootstrap is a resampling method to estimate the sampling distribution of a statistic.
147
votes
5
answers
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What is the .632+ rule in bootstrapping?
Here @gung makes reference to the .632+ rule. A quick Google search doesn't yield an easy to understand answer as to what this rule means and for what purpose it is used. Would someone please elucid …
- 19k
4
votes
1
answer
175
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Might the Nyquist theorem point toward an answer for the number of bootstrap samples required?
It seems like the generally accepted answer to, "How many bootstrap replications should I run?" has been, "It depends." It depends seems like a correct answer. … Of course it would be important to consider that some thresholds can never be met (e.g. a bootstrap of the mean of 1, 2, and 3 below ⅓). …
- 19k
8
votes
1
answer
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When/why does the central tendency of a resampling simulation markedly differ from the obser...
It also tends to be closer to 0 than the median of the bootstrap (by 5% to 10% of the density of the simulated distribution). … Is this resampling approach the same as a bootstrap? If not, what else must be done to come up with a CI? …
- 19k