# Posts Tagged ‘ bootstrap ’

## Resampling Hierarchically Structured Data Recursively

April 4, 2012
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That's a mouthful! I presented this topic to a group of Vandy statisticians a few days ago. My notes (essentially reproduced in this post) are recorded at the Dept. of Biostatistics wiki: HowToBootstrapCorrelatedData. The presentation covers some bootstrap strategies for hierarchically structured (correlated) data, but focuses on the multi-stage bootstrap; an extension of that described

## Large-scale Inference

February 23, 2012
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Large-scale Inference by Brad Efron is the first IMS Monograph in this new series, coordinated by David Cox and published by Cambridge University Press. Since I read this book immediately after Cox’ and Donnelly’s Principles of Applied Statistics, I was thinking of drawing a parallel between the two books. However, while none of them can

## Bayesian inference and the parametric bootstrap

December 15, 2011
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This paper by Brad Efron came to my knowledge when I was looking for references on Bayesian bootstrap to answer a Cross Validated question. After reading it more thoroughly, “Bayesian inference and the parametric bootstrap” puzzles me, which most certainly means I have missed the main point. Indeed, the paper relies on parametric bootstrap—a frequentist

## Confidence interval for predictions with GLMs

November 4, 2011
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Consider a (simple) Poisson regression . Given a sample where , the goal is to derive a 95% confidence interval for given , where is the prediction. Hence, we want to derive a confidence interval for the prediction, not the potential observation...

## A misleading title…

September 4, 2011
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When I received this book, Handbook of fitting statistical distributions with R, by Z. Karian and E.J. Dudewicz,  from/for the Short Book Reviews section of the International Statistical Review, I was obviously impressed by its size (around 1700 pages and 3 kilos…). From briefly glancing at the table of contents, and the list of standard

## Bootsrap Confidence Intervals, Stratified Bootstrap

April 20, 2011
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Here's a worked example for comparing group averages with bootstrap confidence intervals and allowing for different subsample sizes by calling the strata argument within the bootstrap function.The data is set up analogous to an before-after impac...

## Global Temperature Proxy Reconstructions ~ now with CO2 forcing

August 26, 2010
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Previously, I did a simple Bayesian projection of recent temperature using proxy data and the methods shown in McShane and Wyner (2010). I showed that when you take out the last 30 years of data (1969~1998), the projection does not track the recent uptick in temperatures well. The “projection” is a simple unparametric bootstrap which

## Global Temperature Proxy Reconstructions ~ Bayesian extrapolation of warming w/ rjags

August 22, 2010
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$Global Temperature Proxy Reconstructions ~ Bayesian extrapolation of warming w/ rjags$

Update: fixed projection. There are a bunch of “hockey sticks” that calculate past global temps. through the use of proxies when instrumental data is absent. There is a new one out there by McShane and Wyner (2010) that’s creating quite a stir in the blogosphere (here, here, here, here). The main take out being, that

## Subsampling for dummies

July 8, 2010
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A little piece of code dealing with the subsampling of matrices, in R. Useful if you want to use something akin to bootstrap, or just check the size of your sample with regard to various statistics.

## Computational Statistics

May 9, 2010
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Do not resort to Monte Carlo methods unnecessarily. When I received this 2009 Springer-Verlag book, Computational Statistics, by James Gentle a while ago, I briefly took a look at the table of contents and decided to have a better look later… Now that I have gone through the whole book, I can write a short

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