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From |
"Salah Mahmud" <salah.mahmud@gmail.com> |

To |
statalist@hsphsun2.harvard.edu |

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

Date |
Tue, 3 Jun 2008 16:22:43 -0500 |

JV wrote: "A 95% frequentist confidence interval says that 95% of such intervals you gather will cover the true, fixed parameter" If I understood you correctly, u are saying if one would repeat the experiment 10000 times, 95% of these experiments would result in a confidence interval that covers the unknown population estimate. I could be missing something, but that does not seem to say much about the current confidence interval: the one calculated from this data. How likely that THIS confidence interval covers the true estimate? /salah On Tue, Jun 3, 2008 at 3:42 PM, Verkuilen, Jay <JVerkuilen@gc.cuny.edu> wrote: > 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/ > * * 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:*Maarten buis <maartenbuis@yahoo.co.uk>

**RE: st: RE: Bootstrapping Conf Intervals - what do they mean?***From:*"Verkuilen, Jay" <JVerkuilen@gc.cuny.edu>

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

**st: RE: Bootstrapping Conf Intervals - what do they mean?***From:*"Verkuilen, Jay" <JVerkuilen@gc.cuny.edu>

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