Re: Is Bootstrapping Appropriate?

2000-05-01 Thread Herman Rubin
In article , Greg Heath <[EMAIL PROTECTED]> wrote: >From: Herman Rubin <[EMAIL PROTECTED]> >Newsgroups: sci.stat.consult, sci.stat.edu, sci.stat.math >> In article , >> Greg Heath <[EMAIL PROTECTED

Re: Is Bootstrapping Appropriate?

2000-04-28 Thread Greg Heath
From: Herman Rubin <[EMAIL PROTECTED]> Newsgroups: sci.stat.consult, sci.stat.edu, sci.stat.math > In article , > Greg Heath <[EMAIL PROTECTED]> wrote: > >Date: Fri, 28 APR 2000 00:00:45 GMT > >From: [EMAIL PROTECTED] > > ..

Re: Is Bootstrapping Appropriate?

2000-04-28 Thread Greg Heath
Date: Fri, 28 APR 2000 16:04:34 -0400 From: Rich Ulrich <[EMAIL PROTECTED]> > On Fri, 28 Apr 2000 03:31:45 -0400, Greg Heath > <[EMAIL PROTECTED]> wrote: > > < snip, various > > > My simulation currently assumes that the residuals are Gaussian. If > > this is a bad assumption, I need to know

Re: Is Bootstrapping Appropriate?

2000-04-28 Thread Rich Ulrich
On Fri, 28 Apr 2000 03:31:45 -0400, Greg Heath <[EMAIL PROTECTED]> wrote: < snip, various > > My simulation currently assumes that the residuals are Gaussian. If > this is a bad assumption, I need to know ASAP to prevent higher level > decision makers from making some very costly mistakes. <

Re: Is Bootstrapping Appropriate?

2000-04-28 Thread Herman Rubin
In article , Greg Heath <[EMAIL PROTECTED]> wrote: >Date: Fri, 28 APR 2000 00:00:45 GMT >From: [EMAIL PROTECTED] ... >One variable, 20 measurements per second, 26.25 seconds (526 measurements). >The 1/e dec

Re: Is Bootstrapping Appropriate?

2000-04-28 Thread Greg Heath
Date: Fri, 28 APR 2000 00:00:45 GMT From: [EMAIL PROTECTED] > > 1. Randomly draw, with replacement, 526 measurements. > > You are only justfied in resampling in this way if you know that all > your observations are iid. I didn't quite follow your problem but it > sounds that the iid assumption i

Re: Is Bootstrapping Appropriate?

2000-04-28 Thread Greg Heath
Date: Thu, 27 APR 2000 17:17:05 -0400 From: Rich Ulrich <[EMAIL PROTECTED]> > On Wed, 26 Apr 2000 20:43:02 -0400, Greg Heath > <[EMAIL PROTECTED]> wrote: > > > Can you help or lead me to the appropriate reference? > > > > I have 526 radar measurements evenly sampled over 26.25 sec (i.e., pulse

Re: Is Bootstrapping Appropriate?

2000-04-27 Thread Greg Heath
Date: Wed, 26 APR 2000 22:05:01 -0400 From: Zubin <[EMAIL PROTECTED]> > Yes, I believe your methodology will work. However, you should sample a > window of data rather than a single data point when you calculate your > re-sampling statistics. I am not sure on the window size, though. 1. Based

Re: Is Bootstrapping Appropriate?

2000-04-27 Thread kingjupiter
> 1. Randomly draw, with replacement, 526 measurements. > You are only justfied in resampling in this way if you know that all your observations are iid. I didn't quite follow your problem but it sounds that the iid assumption is not justified. If your obs were iid then there would probably be

Re: Is Bootstrapping Appropriate?

2000-04-27 Thread Rich Ulrich
On Wed, 26 Apr 2000 20:43:02 -0400, Greg Heath <[EMAIL PROTECTED]> wrote: > Can you help or lead me to the appropriate reference? > > I have 526 radar measurements evenly sampled over 26.25 sec (i.e., pulse > repetition frequency = 20 points per second). > > mean = 0.0 > stdv = 1.2 > t0

Re: Is Bootstrapping Appropriate?

2000-04-26 Thread Zubin
Yes, I believe your methodology will work. However, you should sample a window of data rather than a single data point when you calculate your re-sampling statistics. I am not sure on the window size, though. zubin. director marketing analytics bass p.l.c. Greg Heath <[EMAIL PROTECTED]> wrot

Is Bootstrapping Appropriate?

2000-04-26 Thread Greg Heath
Can you help or lead me to the appropriate reference? I have 526 radar measurements evenly sampled over 26.25 sec (i.e., pulse repetition frequency = 20 points per second). mean = 0.0 stdv = 1.2 t0= 1sec (1/e decorrelation time from the autocorrelation function) I want to test the