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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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How to efficiently bootstrap groups (multilevel) using R

I am analyzing a study which contains 40 individuals, each rating 10 vignettes. indiv vign score score2 gender 1 1 5 3 1 1 2 2 4 1 1 3 8 …
PascalVKooten
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Block bootstrap from subject list, extract coefficients in PROC MIXED

I'm trying to efficiently implement a block bootstrap technique to get the distribution of regression coefficients from PROC MIXED. The main outline is as follows: I have a panel data set, say firm and year are the indices. For each iteration of the…
baha-kev
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Bootstrap two-way large dataset

Possible Duplicate: Bootstrap a large data set I would like to bootstrap a large two-way data set which contains multiple column and row variables. I have to preserve both row and column variables. The result should be a list containing a…
Ragy Isaac
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How to create pseudo random values using Monte Carlo method?

I have a non-stationary (Periodicity+Trend) time series (Ts) data of one dimension which contains nan values. I want to generate 10000 pseudo-random values of the Ts based on its probability distribution. DATA_LINK distribution of normalized data…
Shubho
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Is it possible to calculate 2-D confidence intervals with the boot package in R?

I'm making a scatter plot of two statistics X(e) and Y(e) for various values of scalar parameter e. The sampling distribution of both X and Y is not normally distributed. Now I want to calculate a 2-D confidence interval for each point (X(e),Y(e))…
Luc
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Creating Bootstrap Confidence Intervals - 'list' object has no attribute 'sample'?

I am trying to find bootstrap 95% confidence intervals for a small set of data, but when I try it, it says that my "list object has no attribute sample". I am not sure what list they are talking about, and how do I add that attribute? I tried doing…
Amelia Sawyer
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Interpreting Bootstrap results in R

I have two different sized datasets, so am attempting to use the bootstrap function. I have completed the code below, but am not sure how to interpret the results. Any help would be great # bootstrapping with 1000 replications results <-…
JaneEarland
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R. Bootstrapping max value from a vector

I have a data frame df with a X column with normally distributed values along 1,000,000 rows. The max value in X = 0.8. Using R (and perhaps the "boot" package), I would like to do bootstrapping with replacement to estimate how unlikely is to get…
Lucas
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How to impute the missing data using EM Bootstrap method in Amelia in R package

I'm going to compare my model with the EMB method in Amelia package. I read the article, but it does not mentioned specifically to call the EMB method from Amelia. I got two questions: how to call EMB from Amelia? Does it correct if i want to…
amjay
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How to save iterations from a bootstrap into a list

I have a data frame that looks like: df <- data.frame(id=c(rep("no.234",20),rep("no.125",15)),y=rnorm(35)) I would like to use the bayes bootstrap on each id, iterate e.g., 1000 times, and put the result it in a list, using a loop or a pipe. The…
Øystein Myrland
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Correct way of drawing random number for a simulation

I am trying to generate random numbers for a simulation (the example below uses the uniform distribution for simplicity). Why would these two methods produce different average values (a: 503.2999, b: 497.5372) when sampled 10k times with the same…
ToroJ
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comparing kappa coefficients (intercoder agreements) on categorical data

I have a list of 282 items that has been classified by 6 independent coders into 20 categories. The 20 categories are defined by words (example "perceptual", "evaluation" etc). The 6 coders have different status: 3 of them are experts, 3 are…
mariannaBol
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R - Bootstrapped Confidence Interval - Obtain Parameters of Upper and Lower Bounds

I used bootstrapping to obtain confidence intervals of a Weibull distribution. Then I plotted the Confidence Bands in a plot. Code is below: set.seed(123) rw.small<-rweibull(100,shape=1.781096,scale=33.669511) xs <- seq(0,100, len=500) boot.pdf <-…
esh88
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Working across sub-lists with apply() functions

I am trying to the bootstrap the proportional occurrence of diet items for 7 individuals and calculate a sd() Lets say there are 9 prey items on the menu. Diet <- c("Beaver","Bird", "Bobcat","Coyote", "Deer", "Elk", "Porcupine", "Raccoon", …
B. Davis
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Sample function with prob applied to a multivariable matrix

Currently, I am attempting to bootstrap a dataset with 114 obs and 16 variables. I have used the sample function as follows : x[sample(nrow(x),size=114,replace=TRUE),] where x is my dataset. However, I would like to sample with probabilities…
E.Richards
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