Greg wrote: > "David Jones" <[EMAIL PROTECTED]> wrote in message > news:<[EMAIL PROTECTED]>... >> Greg wrote: > > > >> Yes, and possibly overlooking all the subtleties of bootstrapping >> itself. > > Can you say more about this?
I tried to imply that I don't follow all of bootstrapping. If you look at a good book on bootstrapping you will find many different versions of ways for constructing confidence regions ... these often give rather different answers, but the subtleties of why any given approach might be good or bad are beyond me, except that I prefere the approach of constructing confidence intervals out of significance tests, not the other way round. > >> In your case you would need to find an >> adjustment of the data so that g(x)=0 does hold. Can you do this? > > It is my impression that adjusting the resampling distribution to > reflect the null needs to be done when testing hypotheses (see eg. > Hall, P. & Wilson, S. R. (1991). Two guidelines for bootstrap > hypothesis testing. Biometrics, 47, 757-762.) but is not done when > calculating confidence intervals.) But I think you said you were trying to do a significance test. The "confidence interval" you mentioned is simply a reflection of the sampling uncertainty of the test-statistic you are using ... the underlying procedure estimates the distribution of possible test-statistic values given that the "true" population test-statistic exactly equals the test-statistic value from your sample. In turning this sampling distribution into a confidence region in the way that is done, you are making two assumptions : symmetry of the distribution and a purely additive effect when the "true" value of the population statistic changes. For some reason, even if these assumptions are invalid, this does not prevent the method sometimes providing good confidence regions ... at least according to the performance measures for particular examples that you will find in books/papers on bootstrapping David Jones . . ================================================================= Instructions for joining and leaving this list, remarks about the problem of INAPPROPRIATE MESSAGES, and archives are available at: . http://jse.stat.ncsu.edu/ . =================================================================
