[R] bootstrap vs. resampleing
Thomas Lumley
tlumley at u.washington.edu
Wed Apr 6 20:31:00 CEST 2005
On Wed, 6 Apr 2005, array chip wrote:
> 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?
>
You can, provided you rescale correctly for the fact that you are working
with a smaller sample. This is more like the jackknife, which also
resamples a smaller number without replacement.
There is quite a bit of literature on this sort of jackknife/bootstrap
variant. One useful book is "The Jackknife and Bootstrap" by Shao and Tu.
-thomas
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