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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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Block bootstrapping with isplit

I have the following example data set Sites<-c("A","A","B","B","B","C","C","C") TR<-c(0.1,0.4,0.4,0.3,0.3,0.6,0.5,0.5) df<-data.frame(Sites,TR) I would like to subset the rows by the variable "Sites" and then bootstrap each site trap rate (TR). I…
Marianne Freeman
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R calculate the standard error using bootstrap, Error in is.data.frame(x) :

I used next program code to estimate the standard error using bootstrap for Libras Data movement set: mydata<-read.table('C:/Users/Desktop/libra.txt', sep=',', header=TRUE) head(data) custom.boot <- function(times, data=mydata) { boots <- rep(NA,…
Student
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Bootstrap in Matlab 2013 compute covariance matrix and mean

Below is the code and the error message. I am trying to compute bootstraped covariance matrix and mean. Any idea why I am getting not consistent dimensions? Regards, RawReturn = csvread('Raw return data.csv'); bootstat = bootstrp(1000, @(x)[mean(x),…
user1700890
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R - Bootstrap by several column criteria

So what I have is data of cod weights at different ages. This data is taken at several locations over time. What I would like to create is "weight at age", basically a mean value of weights at a certain age. I want do this for each location at each…
balconydoor
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Bootstrap confidence interval - c++

I know how to calculate CI in R and Matlab, but for a new webapp I'd like to use some c++ code or c#, for and easier implementation. A really simple method could be to use as confidence interval bounds, the 5th and 95th quantiles. An example of code…
cristiano1974
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bootstrap data in confidence interval MATLAb

I tried this as well: plot(x(bootsam(:,100)),y(bootsam(:,100)), 'r*') but it was exactly the same to my data! I want to resample my data in 95% confidence interval . But it seems this command bootstrp doesn't work alone, it needs some function or…
user1331843
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Bootstrap data in MATLAB

I have data similar to this: x = 0:0.1:10; y = exppdf(x,2); plot(x,y, 'o') and then I want to have some resampled data close to them, but when I use the command below , the resampled data are really far from the original one! [resampling,…
user1331843
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bootstrap ICC in R

Being new to R I am having difficulties to bootstrap an ICC output. I first managed to calculate a "normal" ICC using the package ICC without any problems (ICCbare(subject, variable, icc)), but when I tried to get some bootstrapped estimates it…
Begga
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How to keep some variables fixed and others random during simulation?

I am a novice to R and I can’t figure out a solution to my problem. Imagine that I have created three normally distributed variables, x, y and z (n=100 in each with a mean of 0 and a sd of 1). The variables are independent from each other (r~0).…
Begga
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Bootstrap weighted data - Matlab

I have a simple dataset with values and absolute frequencies, like the table below: value|freq ----------- 1 | 10 3 | 20 4 | 10 3 | 10 And now I'd like to calculate the frequency table, like: value| % ----------- 1 | 1/5 …
user1827291
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Custom bootstrap confidence intervals in R

I need to find a way for getting the bootstrap confidence intervals on the estimate I obtain with a custom function. Now, the problem is that I have one big matrix from which I take rows out at random and then calculate the quantity needed. Here is…
Fedja Blagojevic
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Using Bootstrapping for Confidence Intervals for Proportions - Matlab

I have a simple nx1 array of integers and I'd like to bootstrapping it for evaluate the confidence intervals of the proportions. I've found a solution for IBM SPSS, but i'd like to do this analysis with matlab, you can find here the…
user1827291
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R: Complex numbers not compatible with boot() function

I found out that boot function of the boot package is not working with complex numbers. I am trying to bootstrap a data by taking the eigenvalue of the bivariate matrix. The problem with the eigenvalue is that, it often returns complex numbers, and…
Al-Ahmadgaid Asaad
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generating bootstrap standard errors for large number of scalars

Suppose I have four scalars: call them dea_1 dea_2 dea_3 dea_4. They are output from a program samprogram (not shown here). Now I use the bootstrap command in Stata with these scalars to get bootstrapped standard errors. set seed 123 bootstrap…
Metrics
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Understanding how to use "apply" with "boot" and "boot.ci" in R

I have a data frame and would like to apply a function each column using the boot function. I also would like to get the confidence intervals on the applied function using boot.ci. I have been able to get perform the boot-strap as shown in the…
Docuemada
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