Bootstrap Methods: Another Look at the Jackknife
TL;DR: In this article, the authors discuss the problem of estimating the sampling distribution of a pre-specified random variable R(X, F) on the basis of the observed data x.
Abstract: We discuss the following problem given a random sample X = (X 1, X 2,…, X n) from an unknown probability distribution F, estimate the sampling distribution of some prespecified random variable R(X, F), on the basis of the observed data x. (Standard jackknife theory gives an approximate mean and variance in the case R(X, F) = \(\theta \left( {\hat F} \right) - \theta \left( F \right)\), θ some parameter of interest.) A general method, called the “bootstrap”, is introduced, and shown to work satisfactorily on a variety of estimation problems. The jackknife is shown to be a linear approximation method for the bootstrap. The exposition proceeds by a series of examples: variance of the sample median, error rates in a linear discriminant analysis, ratio estimation, estimating regression parameters, etc.
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TL;DR: A new method for estimation in linear models called the lasso, which minimizes the residual sum of squares subject to the sum of the absolute value of the coefficients being less than a constant, is proposed.
Abstract: SUMMARY We propose a new method for estimation in linear models. The 'lasso' minimizes the residual sum of squares subject to the sum of the absolute value of the coefficients being less than a constant. Because of the nature of this constraint it tends to produce some coefficients that are exactly 0 and hence gives interpretable models. Our simulation studies suggest that the lasso enjoys some of the favourable properties of both subset selection and ridge regression. It produces interpretable models like subset selection and exhibits the stability of ridge regression. There is also an interesting relationship with recent work in adaptive function estimation by Donoho and Johnstone. The lasso idea is quite general and can be applied in a variety of statistical models: extensions to generalized regression models and tree-based models are briefly described.
40,785 citations
TL;DR: The recently‐developed statistical method known as the “bootstrap” can be used to place confidence intervals on phylogenies and shows significant evidence for a group if it is defined by three or more characters.
Abstract: The recently-developed statistical method known as the "bootstrap" can be used to place confidence intervals on phylogenies. It involves resampling points from one's own data, with replacement, to create a series of bootstrap samples of the same size as the original data. Each of these is analyzed, and the variation among the resulting estimates taken to indicate the size of the error involved in making estimates from the original data. In the case of phylogenies, it is argued that the proper method of resampling is to keep all of the original species while sampling characters with replacement, under the assumption that the characters have been independently drawn by the systematist and have evolved independently. Majority-rule consensus trees can be used to construct a phylogeny showing all of the inferred monophyletic groups that occurred in a majority of the bootstrap samples. If a group shows up 95% of the time or more, the evidence for it is taken to be statistically significant. Existing computer programs can be used to analyze different bootstrap samples by using weights on the characters, the weight of a character being how many times it was drawn in bootstrap sampling. When all characters are perfectly compatible, as envisioned by Hennig, bootstrap sampling becomes unnecessary; the bootstrap method would show significant evidence for a group if it is defined by three or more characters.
40,349 citations
Cites methods from "Bootstrap Methods: Another Look at ..."
...An important recent statistical method is the bootstrap (Efron, 1979), a relative of the jackknife....
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TL;DR: Which elements of this often-quoted strategy for graphical representation of multivariate (multi-species) abundance data have proved most useful in practical assessment of community change resulting from pollution impact are identified.
Abstract: In the early 1980s, a strategy for graphical representation of multivariate (multi-species) abundance data was introduced into marine ecology by, among others, Field, et al. (1982). A decade on, it is instructive to: (i) identify which elements of this often-quoted strategy have proved most useful in practical assessment of community change resulting from pollution impact; and (ii) ask to what extent evolution of techniques in the intervening years has added self-consistency and comprehensiveness to the approach. The pivotal concept has proved to be that of a biologically-relevant definition of similarity of two samples, and its utilization mainly in simple rank form, for example ‘sample A is more similar to sample B than it is to sample C’. Statistical assumptions about the data are thus minimized and the resulting non-parametric techniques will be of very general applicability. From such a starting point, a unified framework needs to encompass: (i) the display of community patterns through clustering and ordination of samples; (ii) identification of species principally responsible for determining sample groupings; (iii) statistical tests for differences in space and time (multivariate analogues of analysis of variance, based on rank similarities); and (iv) the linking of community differences to patterns in the physical and chemical environment (the latter also dictated by rank similarities between samples). Techniques are described that bring such a framework into place, and areas in which problems remain are identified. Accumulated practical experience with these methods is discussed, in particular applications to marine benthos, and it is concluded that they have much to offer practitioners of environmental impact studies on communities.
12,446 citations
TL;DR: A new reproducibility index is developed and studied that is simple to use and possesses desirable properties and the statistical properties of this estimate can be satisfactorily evaluated using an inverse hyperbolic tangent transformation.
Abstract: A new reproducibility index is developed and studied. This index is the correlation between the two readings that fall on the 45 degree line through the origin. It is simple to use and possesses desirable properties. The statistical properties of this estimate can be satisfactorily evaluated using an inverse hyperbolic tangent transformation. A Monte Carlo experiment with 5,000 runs was performed to confirm the estimate's validity. An application using actual data is given.
6,916 citations
TL;DR: The bootstrap is extended to other measures of statistical accuracy such as bias and prediction error, and to complicated data structures such as time series, censored data, and regression models.
Abstract: This is a review of bootstrap methods, concentrating on basic ideas and applications rather than theoretical considerations. It begins with an exposition of the bootstrap estimate of standard error for one-sample situations. Several examples, some involving quite complicated statistical procedures, are given. The bootstrap is then extended to other measures of statistical accuracy such as bias and prediction error, and to complicated data structures such as time series, censored data, and regression models. Several more examples are presented illustrating these ideas. The last third of the paper deals mainly with bootstrap confidence intervals.
5,894 citations
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Book•
14 Sep 1984
TL;DR: In this article, the distribution of the Mean Vector and the Covariance Matrix and the Generalized T2-Statistic is analyzed. But the distribution is not shown to be independent of sets of Variates.
Abstract: Preface to the Third Edition.Preface to the Second Edition.Preface to the First Edition.1. Introduction.2. The Multivariate Normal Distribution.3. Estimation of the Mean Vector and the Covariance Matrix.4. The Distributions and Uses of Sample Correlation Coefficients.5. The Generalized T2-Statistic.6. Classification of Observations.7. The Distribution of the Sample Covariance Matrix and the Sample Generalized Variance.8. Testing the General Linear Hypothesis: Multivariate Analysis of Variance9. Testing Independence of Sets of Variates.10. Testing Hypotheses of Equality of Covariance Matrices and Equality of Mean Vectors and Covariance Matrices.11. Principal Components.12. Cononical Correlations and Cononical Variables.13. The Distributions of Characteristic Roots and Vectors.14. Factor Analysis.15. Pattern of Dependence Graphical Models.Appendix A: Matrix Theory.Appendix B: Tables.References.Index.
9,693 citations
7,408 citations
TL;DR: In this paper, a review of the literature on the use of the jackknife technique in bias reduction and robust interval estimation is presented, and speculations and suggestions about future research are made.
Abstract: SUMMARY Research on the jackknife technique since its introduction by Quenouille and Tukey is reviewed. Both its role in bias reduction and in robust interval estimation are treated. Some speculations and suggestions about future research are made. The bibliography attempts to include all published work on jackknife methodology.
1,620 citations
TL;DR: In this article, several methods of estimating error rates in discriminant analysis are evaluated by sampling methods, and two methods in most common use are found to be significantly poorer than some new methods that are proposed.
Abstract: Several methods of estimating error rates in Discriminant Analysis are evaluated by sampling methods. Multivariate normal samples are generated on a computer which have various true probabilities of misclassification for different combinations of sample sizes and different numbers of parameters. The two methods in most common use are found to be significantly poorer than some new methods that are proposed.
1,513 citations
TL;DR: Articles, books, and technical reports on the theoretical and experimental estimation of probability of misclassification are listed for the case of correctly labeled or preclassified training data.
Abstract: Articles, books, and technical reports on the theoretical and experimental estimation of probability of misclassification are listed for the case of correctly labeled or preclassified training data. By way of introduction, the problem of estimating the probability of misclassification is discussed in order to characterize the contributions of the literature.
325 citations