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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