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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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view values used by function boot to bootstrap estimates

I have written the code below to obtain a bootstrap estimate of a mean. My objective is to view the numbers selected from the data set, ideally in the order they are selected, by the function boot in the boot package. The data set only contains…
Mark Miller
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R strucchange bootstrap test statistic due to nonspherical disturbances

I am trying to find a structural break in the mean of a time-series that is skewed, fat-tailed, and heteroskedastic. I apply the Andrews(1993) supF-test via the strucchange package. My understanding is that this is valid even with my nonspherical…
user1491868
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View selected sample for each replication in bootstrap loop

Assume following simple bootstrap procedure: x <- c(20,54,18,65,87,49,45,94,22,15,16,15,84,55,44,13,16,65,48,98,74,56,97,11,25,43,32,74,45,19,56,874,3,56,89,12,28,71,93) n <- length(x) nBoot <- 5; mn <- numeric(nBoot) for(boots in…
user3387899
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Detection Probability Confidence Intervals from GAM

I'm trying to get the confidence intervals for the detection functions created using GAM's. I've gotten as far as creating the GAM with factors and variables model = gam(Capture>0~s(Distance)+s(Amplitude)+DetectorNumber, …
K.J. Palmer
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Bootstrap by groups with Boot package

I have a "my.dataset" like this: ID Species SEX Category V1 V2 V3 87790 Caniceps F F_Caniceps -0.34 -0.55 0.61 199486 Caniceps F F_Caniceps -0.34 -0.56 0.63 199490 Caniceps F F_Caniceps -0.37 …
Guillermo Friis
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bootstrapping from a matrix

I have spent over a week looking at different forums in order to figure this out and unfortunately remain stuck. I'm new to boostrapping and have found it difficult to get it to work using R for my data set. I have a matrix of data, that I would…
Guest
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How to create a bootstrap sample with certain properties?

I have daily data by latitude and longitude on some weather variables such as maxT and minT. I wish to re-sample from this data such that if a lat/long on a day is selected to be in the sample then all lat/longs within 300 Kms of this lat/long…
Ridhima
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bootrsp function unknown to Matlab

I try to execute a simple matlab bootstrapt example from taken this guide. The guide says that >> x=1:5; >> out=bootrsp(x,10) out = 2 5 5 5 2 3 2 3 4 1 5 5 3 4 1 5 4 1 1 5 5 3 1 3 1 5 3 5 3 1 1 4 5 3 3 2 5 3 5 4 …
cycle cyletic
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Perform division calculation in R on a loop using varying denominator

I am using bootstrapping to get 95% CIs for mean calculations for several Evaluation Units (EUs). The calculation without bootstrapping is EU prevalence = sum(cluster prevalence)/# of clusters Now, an example of the problem is that there are some…
beck777
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bootstrap kaplan-meier estimates or survival analysis

Is it possible to do bootstrap in survival analysis, says Kaplan-meier estimates? If so, how should I do it? I have read some articles, but they are too complicated. There's a function called BootKM in R, can anyone briefly explain how it works?
Sylvia Liu
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bootstrap proportion confidence interval

I would like to produce confidence intervals for proportions using the boot package if possible. I have a vector and I would like to set a threshold and then calculate the proportions below the specified level. After that I would like to use the…
jonas
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bootstrapping Nash-Sutcliffe Efficieny in R

I'm trying to bootstrap the statistic, Nash-Sutcliffe Efficiency (NSE), in R. It's used to evaluate the performance of hydrologic model simulation data against observed data. A function within the package 'hydroGOF' exists to calculate the…
aforsberg
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In R, how to program the for loop to rerun when the result is NA?

Hi I'm using a for loop in R to generate a series of numbers, calculate an estimate of interest based on these numbers each time and store all iterations of the estimate of interest in a vector. At times the estimate of interest would be NA…
chipi3
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Bootstrap and sample mean

I have a sample from an exponential distribution, let's say x<-rexp(30,0.2). I resample this 5000 times with replacement and compute the sample mean: resample<-replicate(5000,mean(sample(x,30,replace=TRUE))) I do the following histogram to see the…
Egodym
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R: nlsLM error when inside a large loop

I'm quite new in R and in StackOverflow. I'm trying to make a large bootstrap using a nlsLM inside a for loop. The nlsLM must to run about 1000 or 1500 times, each loop use about 70% of my data ordered randomly. If I run my code about 100 times it…
José Ricardo
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