Re: Bootstrap question

From: Nick Holford n.holford@auckland.ac.nz Subject: Re: [NMusers] Bootstrap question Date: Sat, 23 Sep 2006 10:55:39 +1200 Ivan, If the purpose of the BS is to estimate the uncertainty in the parameter estimates obtained from a particular data set then (e.g. 90% confidence interval [CI]) then the BS should try to retain the original design i.e. you should bootstrap from each arm separately. Note that in theory one should also maintain the same within subject design i.e. the same sampling times. With a non-parametric bootstrap the latter is quite hard to do (if you use actual rather than nominal times) and most people (including me) ignore this requirement. In fact, I would not worry too much about maintaining the original number of subjects per arm. I doubt if it would make much difference which way you did it when it came to interpreting the results. Ignoring the treatment design and doing a non-parametric bootstrap across the whole data set would probably inflate the CI a bit. For typical quantitative applications of the CI (e.g. testing hypotheses for model building) then this bias would tend to make you be a little bit more parsiminous and conservative before accepting new parameters in the model. In my experience it is unusual that anyone would really care much about the bias of a CI for the parameter estimates. Its just something one does to get some rough idea of the uncertainty and to satisfy obsessional journal reviewers/editors. Nick -- Nick Holford, Dept Pharmacology & Clinical Pharmacology University of Auckland, 85 Park Rd, Private Bag 92019, Auckland, New Zealand email:n.holford@auckland.ac.nz tel:+64(9)373-7599x86730 fax:373-7556 http://www.health.auckland.ac.nz/pharmacology/staff/nholford/