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The bootstrap distribution of a parameter-estimator has been used to calculate confidence intervals for its population-parameter. Bias, asymmetry, and confidence intervals. Bias: The bootstrap distribution and the sample may disagree systematically, in which case bias may occur.
In finance, bootstrapping is a method for constructing a (zero-coupon) fixed-income yield curve from the prices of a set of coupon-bearing products, e.g. bonds and swaps.. A bootstrapped curve, correspondingly, is one where the prices of the instruments used as an input to the curve, will be an exact output, when these same instruments are valued using this curve.
The best example of the plug-in principle, the bootstrapping method. Bootstrapping is a statistical method for estimating the sampling distribution of an estimator by sampling with replacement from the original sample, most often with the purpose of deriving robust estimates of standard errors and confidence intervals of a population parameter like a mean, median, proportion, odds ratio ...
In statistics, the jackknife (jackknife cross-validation) is a cross-validation technique and, therefore, a form of resampling . It is especially useful for bias and variance estimation. The jackknife pre-dates other common resampling methods such as the bootstrap. Given a sample of size , a jackknife estimator can be built by aggregating the ...
Moderated mediation, also known as conditional indirect effects, [2] occurs when the treatment effect of an independent variable A on an outcome variable C via a mediator variable B differs depending on levels of a moderator variable D. Specifically, either the effect of A on B, and/or the effect of B on C depends on the level of D.
The Preacher and Hayes bootstrapping method is a non-parametric test and does not impose the assumption of normality. Therefore, if the raw data is available, the bootstrap method is recommended. Bootstrapping involves repeatedly randomly sampling observations with replacement from the data set to compute the desired statistic in each resample.
Bootstrapping (electronics) In the field of electronics, a technique where part of the output of a system is used at startup can be described as bootstrapping. A bootstrap circuit is one where part of the output of an amplifier stage is applied to the input, so as to alter the input impedance of the amplifier.
Sobel test. In statistics, the Sobel test is a method of testing the significance of a mediation effect. The test is based on the work of Michael E. Sobel, [1] [2] and is an application of the delta method. In mediation, the relationship between the independent variable and the dependent variable is hypothesized to be an indirect effect that ...