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From |
"Verkuilen, Jay" <JVerkuilen@gc.cuny.edu> |

To |
<statalist@hsphsun2.harvard.edu> |

Subject |
st: RE: Bootstrapping Conf Intervals - what do they mean? |

Date |
Tue, 3 Jun 2008 16:42:03 -0400 |

Dan Weitzenfeld wrote: >>I'm grappling with what the results of Bootstrapping can tell you. Let's say I bootstrap from my sample 10,000 times, calculating a given statistic, giving me the detail I need to use the 2.5% and 97.5% percentiles to construct a 95% confidence interval. What does that *mean*? Am I 95% confident that the true value of that statistic is within the interval? < <Bayesian> A bootstrap interval means the same bass-ackwards thing as any other frequentist interval estimate.</Bayesian> In short, you've got it backwards. A 95% frequentist confidence interval (gotten however you got it, either from asymptotics or bootstrapping) says that 95% of such intervals you gather will cover the true, fixed parameter. The parameter is an unknown but fixed constant. The intervals are random. >>If so, doesn't that require 100% confidence that my sample is an accurate representation of the underlying population?<< The validity of any inferential procedure depends on your having a good sample, or a way to model the sampling situation, as is the case with censored data, sample selection models (Heckman) and the like. JV * * For searches and help try: * http://www.stata.com/support/faqs/res/findit.html * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

**Follow-Ups**:**Re: st: RE: Bootstrapping Conf Intervals - what do they mean?***From:*"Salah Mahmud" <salah.mahmud@gmail.com>

**References**:**st: Bootstrapping Conf Intervals - what do they mean?***From:*"Dan Weitzenfeld" <dan.weitzenfeld@emsense.com>

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