[R] bootstrap vs. resampleing

[Huntsinger, Reid]

I may be misunderstanding the question, but I believe you want a pointwise
confidence band for the conditional odds function. The issue here is less
bootstrap versus some other resampling plan, and more how to do it at all.
For example, if no matter what "training" data you feed in, you always get
the same conditional odds estimate, no resampling will (by itself) reveal
this bias (and you will have a confidence band of width 0). You could
however use resampling together with nonparametric estimation in a variety
of ways to address this. 

If you assume your conditional odds estimation to be unbiased, you could
resample and look at the empirical distribution of conditional odds ratio
estimates at a given covariate or feature value. You have to figure out how
this is related to the population distribution; this is easiest with the
bootstrap since you have the same sample size. In this case the simplest
procedure is to treat the bootstrap distribution as the population
distribution, but there are many alternatives. See the book Thomas Lumley
recommended by Jun Shao and Dongsheng Tu. They treat estimation of
regression functions in several places; those remarks are relevant for your
case as well. 

Reid Huntsinger

-----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 1:19 PM
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

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