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Re: st: Relation between bootstrap sample size and number of replications


From   Maarten buis <maartenbuis@yahoo.co.uk>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Relation between bootstrap sample size and number of replications
Date   Fri, 27 Mar 2009 13:33:32 +0000 (GMT)

--- On Fri, 27/3/09, Carlos Garcia wrote:
> how to decide systematically on the bootstrap sample size
> and the number of replications?

The bootstrap sample size should be the same as your 
sample size. The number of replication depends on whether
you want an estimate of the standard error or an estimate
of the confidence interval, typically the confidence 
interval require many more replications. A good and 
accesable discussion of this can be found in: Efron, 
Bradley and Rob J. Tibshirani (1993) An introduction to 
the bootstrap. Chapman & Hall/CRC.

Hope this helps,
Maarten

-----------------------------------------
Maarten L. Buis
Institut fuer Soziologie
Universitaet Tuebingen
Wilhelmstrasse 36
72074 Tuebingen
Germany

http://home.fsw.vu.nl/m.buis/
-----------------------------------------


      

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