Re: Bootstrap sampling for evaluating hypothesis tests
Posted by
Margaret MacDougall on
Mar 14, 2013; 7:18pm
URL: http://spssx-discussion.165.s1.nabble.com/Bootstrap-sampling-for-evaluating-hypothesis-tests-tp5718617p5718668.html
Dear Matt
Thanks for your message. My interest in bootsrapping stems from the fact that I have developed a hyothesis test which can be justified on theoretical grounds for sufficiently large sample size and I would like to see how well it behaves for a range of smaller sample sizes. I expect that this would entail generating multiple samples for which the null hypothesis is actually true and using these as a basis for assessing the probability of a Type I error.
I have not used SPSS previously for bootstrapping but I am aware that the standard package offers some level of functionality in this area, via the existing menu commands and that there is a bootstrapping add-on for SPSS. I am unclear how powerful the add-on
is in erms of functionality or whether SPSS syntax could cover my needs.
Best wishes
Margaret
From: "Poes, Matthew Joseph" <[hidden email]>
To: [hidden email]
Sent: Wednesday, 13 March 2013, 15:26
Subject: Re: Bootstrap sampling for evaluating hypothesis tests
I’ve used bootstrap resampling quite a bit, and I’ve used it in SPSS. I would need to know a bit more about what you are thinking here. Basically the way
to accomplish what you are trying to accomplish is to compare the findings of the bootrstrapped CI to the standard estimate and if they are consistent, then you can be more assured the findings are robust to type I error. In general bootstrapping is more
robust in its own right to type I error, so there is an argument that inconsistent results are meaningless, other than to say that the standard estimates were subject to bias and failed to meet certain assumptions. In other words, the bootstrapped estimate
is always a better estimate, so even if its inconsistent with the standard estimate, it still can be trusted in its own right.
-Matt
From: SPSSX(r) Discussion [mailto:[hidden email]]
On Behalf Of Margaret MacDougall
Sent: Wednesday, March 13, 2013 10:14 AM
To: [hidden email]
Subject: Bootstrap sampling for evaluating hypothesis tests
I would be grateful to learn from any list users who have used SPSS successfully for bootstrap sampling to assess robustness to Type I errors of a proposed new hypothesis test.