[R] m out of n bootstrap

James Shaw shawjw at gmail.com
Thu Mar 3 15:08:38 CET 2011


Can anyone confirm the formula for the m out of n bootstrap variance
estimator?  rq.boot applies a deflation factor directly to the
bootstrap estimates.  Presumably, the SE of the estimate of interest
is then taken to be the SD of the deflated estimates.  I have read
Bickel's and others' papers on this subject but have not seen an
explicit formula provided for the m out n variance estimator.

-- 
James W. Shaw, Ph.D., Pharm.D., M.P.H.
Assistant Professor
Department of Pharmacy Administration
College of Pharmacy
University of Illinois at Chicago
833 South Wood Street, M/C 871, Room 266
Chicago, IL 60612
Tel.: 312-355-5666
Fax: 312-996-0868
Mobile Tel.: 215-852-3045



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