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WIREs Comp Stat

Bootstrap

Overview

Tim Hesterberg

Published Online: Sep 08 2011

DOI: 10.1002/wics.182

Full article on Wiley Online Library: HTML PDF

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Abstract This article provides an introduction to the bootstrap. The bootstrap provides statistical inferences—standard error and bias estimates, confidence intervals, and hypothesis tests—without assumptions such as Normal distributions or equal variances. As such, bootstrap methods can be remarkably more accurate than classical inferences based on Normal or t distributions. The bootstrap uses the same basic procedure regardless of the statistic being calculated, without requiring the use of application‐specific formulae. This article may provide two big surprises for many readers. The first is that the bootstrap shows that common t confidence intervals are woefully inaccurate when populations are skewed, with one‐sided coverage levels off by factors of two or more, even for very large samples. The second is that the number of bootstrap samples required is much larger than generally realized. WIREs Comp Stat 2011 3 497–526 DOI: 10.1002/wics.182 This article is categorized under: Statistical and Graphical Methods of Data Analysis > Bootstrap and Resampling

Bootstrap distributions for the median, n = 15. The left column shows the population and five samples. The middle column shows the sampling distribution, and bootstrap distributions from each sample. The right column shows five more bootstrap distributions from the first sample.

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Bootstrap distributions for the mean, n = 9. The left column shows the population and five samples. The middle column shows the sampling distribution, and bootstrap distributions from each sample. The right column shows five more bootstrap distributions from the first sample, with B = 1000 or B = 10⁴.

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Bootstrap distribution for the mean, n = 50. The left column shows the population and five samples. The middle column shows the sampling distribution, and bootstrap distributions from each sample. The right column shows five more bootstrap distributions from the first sample, with B = 1000 or B = 10⁴.

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Normal quantile plots of bootstrap distributions for logistic regression coefficients.

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Bootstrap curves for predicted kyphosis, for Age = 87 and Number = 4.

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Histograms of bootstrap distributions for R² and residual standard deviation in stepwise regression.

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Histograms of bootstrap distributions for dose and sex coefficients in stepwise regression.

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Bootstrap regression lines. Left panel: 25 males receiving dose = 400. The orange line is the least‐squares fit for those 25 observations, and black lines are from bootstrap samples of size 25. Right panel: the orange line is the prediction for males receiving dose = 400, based on the main‐effects linear regression using all 300 subjects, and the black lines are from bootstrap samples.

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Normal quantile plot for bootstrap distribution for log of relative risk.

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Histogram and scatterplot of the bootstrap distribution for relative risk.

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Step function defined by eight equal‐size groups, and average across bootstrap samples of step functions.

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Histogram and Normal quantile plot of the bootstrap distribution for arsenic concentrations.

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Histogram of bootstrap distribution for the t statistic, and relationship between bootstrap means and standard deviations, of arsenic concentrations.

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Arsenic concentrations in 271 wells in Bangladesh.

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Monte Carlo variability for confidence intervals.

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Survival curves and bootstrap distribution for log‐hazard ratio, original and perturbed (weighted) to a log‐hazard ratio of 0.5.

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References

Chernick, MR. Bootstrap Methods: A Practitioner`s Guide. New York: John Wiley %26 Sons; 1999. (An extensive bibliography, with roughly 1700 references related to the bootstrap.)
Hesterberg, T, Monaghan, S, Moore, DS, Clipson, A, Epstein, R. Bootstrap Methods and Permutation Tests. W. H. Freeman. Chapter for The Practice of Business Statistics by Moore, McCabe, Duckworth, and Sclove; 2003. Available at: http://bcs.whfreeman.com/pbs/cat_160/PBS18.pdf. (An introduction to the bootstrap written for introductory statistics students.) (Accessed 2011).

Resources

Chernick MR. BootstrapMethods: A Practitioner’s Guide. New York: John Wiley&Sons; 1999. (An extensive bibliography, with roughly 1700 references related to the bootstrap.)
Hesterberg T, Monaghan S, Moore DS, Clipson A, Epstein R. Bootstrap Methods and Permutation Tests. W. H. Freeman.
Chapter for The Practice of Business Statistics by Moore, McCabe, Duckworth, and Sclove; 2003. Available at: http://bcs.whfreeman.com/pbs/cat_160/PBS18.pdf. (An introduction to the bootstrap written for introductory statistics students.) (Accessed 2011).

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