Term: Bootstrapping
Glossary Definition
Last Updated: 2015-07-16
Definition:
Bootstrapping is a statistical "... technique for estimating the variance and the bias of an estimator by repeatedly drawing random samples with replacement from the observations at hand. One applies the estimator to each sample drawn, thus obtaining a set of estimates. The observed variance of this set is the bootstrap estimate of variance. The difference between the average of the set of estimates and the original estimate is the bootstrap estimate of bias." (Last, 1995, pg. 18)
For more information on how MCHP uses bootstrapping methods in its research, and for access to SAS code examples for bootstrapping, please see the
Bootstrapping Methods
concept.
Related concepts
References
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Last JM.
A dictionary of epidemiology. 3rd edition.
New York, NY:
Oxford University Press;
1995.
0-0.(View)
Term used in
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