[R] bootstrap vs. resampleing

[Thomas Lumley]

On Wed, 6 Apr 2005, array chip wrote:

> Hi,
>
> I understand bootstrap can be used to estimate 95%
> confidence interval for some statistics, e.g.
> variance, median, etc. I have someone suggesting that
> by resampling certain proportion of the total samples
> (e.g. 80%) without replacement, we can also get the
> estimate of confidence intervals. Here we have an
> example of 1000 obsevations, we would like to estimate
> 95% confidence intervals for odds ratio for a
> diagnostic test, can I use resampling 80% of the
> observations without replacement, instead of
> bootstrap, to do this? If not, why is it wrong to do
> it this way?
>

You can, provided you rescale correctly for the fact that you are working 
with a smaller sample.  This is more like the jackknife, which also 
resamples a smaller number without replacement.

There is quite a bit of literature on this sort of jackknife/bootstrap 
variant.  One useful book is "The Jackknife and Bootstrap" by Shao and Tu.

 	-thomas