Parametric and empirical bootstrap
Recompute statistic T on many size-n simulated data sets.
Key knowledge
Recompute statistic T on many size-n simulated data sets. A parametric bootstrap samples from a fitted model; an empirical bootstrap samples the observed values with replacement. The standard deviation of replicate T values estimates its sampling standard error.
Conditions and scope
- The ordinary empirical scheme models iid sampling and requires appropriate regularity for the statistic.
- Dependence, boundary/extreme-value statistics and model misspecification can require another scheme; simulated replicates do not independently validate the model.
Sources · 1
References
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Evidence and review
Lecture 19 slides 10–14 bootstrap algorithms and slides 16–20 misspecification comparison.
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Entry details
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- university-core.1
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- University core expansion