[R] bootstrap vs. resampleing

[Berton Gunter]

> I understand bootstrap can be used to estimate 95%
> confidence interval for some statistics, e.g.
                               ^^^^^^^^^^

There's no such thing. You can estimate 95% CI's on population
**parameters**, which is, I assume, what you mean. If you don't know what
the difference is, stop here and consult a local statistician, as you are
out of your depth.
-----------

If you make it to here, I think you are referring to cross-validation vs
resampling. 

Typically, X-validation is used to get an "honest" estimate of prediction
error rather than confidence limits for a parameter. The correctness of
bootstrapping for this purpose is based on asymptotic theory: loosely
speaking, the data distribution approximates the population distribution;
appropriate resampling (e.g. maybe stratified, moving blocks, ...) from the
data corresponds to iid sampling (or whatever is appropriate..) from the
population. It is actually a way to approximate the (itself approximate)
asymptotic sampling distribution.

AFAIK (experts, please correct) no such asymptotic theory holds for
X-validation and so it would be problematic/wrong for CI's.

-- Bert Gunter
Genentech Non-Clinical Statistics
South San Francisco, CA
 
"The business of the statistician is to catalyze the scientific learning
process."  - George E. P. Box
 
 

> -----Original Message-----
> From: r-help-bounces at stat.math.ethz.ch 
> [mailto:r-help-bounces at stat.math.ethz.ch] On Behalf Of array chip
> Sent: Wednesday, April 06, 2005 10:19 AM
> To: r-help at stat.math.ethz.ch
> Subject: [R] bootstrap vs. resampleing
> 
> Hi,
> 
> I understand bootstrap can be used to estimate 95%
> confidence interval for some statistics, e.g.
> variance, median, etc. I have someone suggesting that
> by resampling certain proportion of the total samples
> (e.g. 80%) without replacement, we can also get the
> estimate of confidence intervals. Here we have an
> example of 1000 obsevations, we would like to estimate
> 95% confidence intervals for odds ratio for a
> diagnostic test, can I use resampling 80% of the
> observations without replacement, instead of
> bootstrap, to do this? If not, why is it wrong to do
> it this way?
> 
> Thanks
> 
> ______________________________________________
> R-help at stat.math.ethz.ch mailing list
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide! 
> http://www.R-project.org/posting-guide.html
>