All Questions
Tagged with simulation bootstrap
65
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When can I use bootstrapping in a microsimulation model?
I'm investigating uncertainty in a linked series of microsimulation models, the outputs of each feeding into the next.
The first model (model A) generates individuals by resampling them - using a ...
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18
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Stationary Bootstrap Block Size Impact on Portfolio Simulation Results
I'm analyzing simulated portfolios generated using the stationary bootstrap method proposed by Politis et al. (1994). This method is expected to be robust to the choice of average block size, as it ...
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How to illustrate the validity of bootstrap with monte carlo simulation?
Suppose I have a random sample $S_n=\{W_i\}_{i=1}^n$ where $W_i\sim F $, and I have an estimator $\widehat{\beta}$ computed using this sample. I want to illustrate that the bootstrap approximation ...
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How to appropriately model the uncertainty of the exponential distribution model when running survival simulations?
In the code shown at the bottom of this post, I plot survival curves for the lung dataset from the survival package using a ...
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Generating a bootstrap simulation of the response in regression
I'm studying regression bootstrap procedures for my thesis, and have stumbled something which I find difficult to understand. Consider the standard normal linear model
$$
Y = \beta x + \epsilon \,, \...
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Prediction interval of the future median based on a series of future samples
I am using R and have based my analysis on the book by Hyndman, R.J., & Athanasopoulos, G. (2021) Forecasting: principles and practice, 3rd edition, OTexts using the fpp3 package (https://otexts....
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How to show in simulations that a method estimates standard errors well?
I would like to compare several ways of computing standard errors for some quantities using simulations, but I don't know what metric should I use for that. I know that for confidence intervals I can ...
- 7,709
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Performance of a bootstrap
In the context of a simulation study, for a bootstrap methodology to estimate a parameter:
Should a lots of bootstrap (but each one have a few resamples) be favoured over doing few bootstrap (but each ...
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146
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R statistics: compare bayesian bootstrap to frequentist bootstrap for statistics: univariate odds ratio for small sample [closed]
Greetings to the community, I am seeking assistance in finding a solution to the challenges I am facing.
OBJECTIVES:
I aim to estimate the univariate odds ratio for a binary exposure in a population. ...
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2
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454
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Classical Confidence Intervals vs. Bootstrap Confidence Intervals
Suppose I have some data that includes height and weight measurements for 1000 people - I am interested in calculating the Correlation Coefficient to see if there exists some correlation between ...
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301
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Why does somebody argue that the number of bootstrap replications should not be a multiple of 10?
At a recent conference somebody claimed that the size of the bootstrap replications should always be 999 rather than 1000.
Which argument supports this claim?
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306
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Bootstrap BCa Quantiles of the quantile function
Let's say I have a vector $x$ on $n=250,$
(in R)
x = rnorm(250)
The quantile of $\alpha=0.01$ is :
...
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66
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Bootstrapping example ISL - pages 194-195
I'm currently learning about bootstrapping using the book Introduction to Statistical Learning, and am struggling to understand what the point of using the boot ...
- 133
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132
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Simulation using the fundamental theorem of simulation (MATLAB)
I have a sub-task of an assignment about the parametric bootstrap method. The subtask is to, given a students t-distribution with $5$ degrees of freedom, sample $10000$ draws using the fundamental ...
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Obtaining odd p-values and no p-values after running bootstrapped regresions
From this set of toy data:
...
