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Questions tagged [statistics-bootstrap]

In statistics, a bootstrap is a resampling technique based on random sampling with replacement.

The bootstrap was introduced by Brad Efron in the Late 1970s. It is a computer‐intensive method that enables enables researchers to estimate the sample statistics (such as medians, variances, percentiles) by drawing randomly with replacement from a set of available data.

See also:

  1. The Wikipedia page on Bootstrapping
  2. Bootstrapping using boot package in R
  3. Brad Efron's paper on bootstrap
  4. Review on bootstrap methods in econometrics
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Bootstrap in logistic model

I have the following logistic model Call: glm(formula = Y ~ ., family = binomial, data = datasim) Deviance Residuals: Min 1Q Median 3Q Max -1.79670 -1.06758 0.00754 1.08200 1.69251 Coefficients: …
Shima
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Confidence Interval for Standard Deviations from Bootstrapping in R

I'm new to bootstrapping. I would like to find the CIs for the SDs generated from a bootstrap and was wondering if I had done it correctly. Thank you! Repnumber <- 1000 group1.sd.values <- numeric(Repnumber) for (i in…
Sebastian112
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hypothesis testing with bootstrap confidence intervals

I'm trying to do some hypothesis testing with a bootstrap confidence interval, but am having some trouble setting up the bootstrap. The goal is to test the null at theta=1 and at level 0.05. I've provided a sample of the data that is being used…
Jay
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bootstrapping logistic model - some subsets do not converge

I want to bootstrap a logistic model. The model with the whole dataset converges fine. However, the boot function chooses subsets that do not converge anymore. What can I do? library(boot) set.seed(2) y <- c(rep(0,10),rep(1,10)) x <-…
Stefan
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Bootstrapping standard errors of cluster point process model (kppm)

I'd like to report the standard error of the clustering parameters (kappa, sigma) of an inhomogeneous Thomas point process model that I've fitted in spatstat. Yue and Loh (2015) reported doing this by a parametric bootstrap. I'm not very experienced…
KK Li
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How to use for loops to generate objects in R

I am attempting to use bootstrapping in R to resample a group of binary choices. I can obtain a sample of 10 "Yes" or "No" answers from the population of 50. n <- 50 x <- (c(rep("YES", 25), rep("NO", 25))) sample.1 <- sample(x,10) (sample.1) [1]…
Te Jones
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Logistic model using Bootstrap

i'm trying to create a logistic model using boot() function. My dependent variable (factor:0,1) has a low number of defaults (were the dependent variable is = 1), so when using boot() some of the samples dont have any defaults, so i get an when…
Mailo
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Stata: DFL Decomposition and Bootstrapping with Complex Survey design

Hello I am trying to do a DFL style reweighting with bootstrap weights and SEs. I have a 2 stage stratified sample over 5 rounds (repeated cross section). The idea is to create counterfactual weights for the reference population and then find the…
Fatima Alvi
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Wald Testing Bootstrapped Estimates in R

I've performed multiple regression (specifically quantile regression with multiple predictors using quantreg in R). I have estimated the standard error and confidence intervals based on bootstrapping the estimates. Now i want to test whether the…
JustGettinStarted
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How to bootstrap confidence intervals and apply to geom_errorbar in ggplot2

I have calculated a list of 95% confidence intervals (ci) for 12 bars (means) using facet_grid plots in ggplot2: ci <- c(0.17360519, 0.08659052, 0.19434605, 0.20922361, 0.06032738, 0.17054205, 0.28033997, 0.18371310, 0.11388905, 0.24240948,…
Docconcoct
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Bootstrap: Factors affecting erosion

I have a problem deriving a meaningful generalized linear regression model. The predictor variable depends on several predictands of which some are factors, and other vectors (elevation, slope, depth to permafrost (vector), exposure (rank, vector),…
Boris Radosavljević
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Bootstrapping in Matlab - how many original data points are used?

I have data sets for two groups, with one being much smaller than the other. For that reason, I am using the MatLab bootstrapping function to estimate the performance of the smaller group. I have code that draws on my original data, and it generates…
Rebecca
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Syntax for bootstrap estimates from ttest command

I am attempting to demonstrated characteristics of various tests for small samples of data. I would like to demonstrate the performance of the t-test, t-test with bootstrap estimation and the ranksum test. I am interested in obtaining the p-value…
Todd D
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Implementing the bootstrap method for resampling the data set. Assuming that log prices follow random walk but using ARMA model

#install.packages("quantmod") #install.packages("dataframes2xls") #install.packages("bootstrap") #install.packages("fArma") library(bootstrap) library(quantmod) library(dataframes2xls) library(fArma) require(TTR) getSymbols("SNE",src="yahoo",from…
Carl Zheng
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How to use bootstrapping and weighted data?

I have two variables that I'd like to analyze with a 2x2 table, which is easy enough. datatable=table(data$Q1data1, data$Q1data2) summary(datatable) However, I need to weight each variable separately using two frequency weighting variables that I…
mp4-12c
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