Re: bootstrap CI for dep t confusing

Posted by Mike on Nov 21, 2017; 11:31am
URL: http://spssx-discussion.165.s1.nabble.com/bootstrap-CI-for-dep-t-confusing-tp5735182p5735186.html

Hmmm, after doing some review of literature, a couple of questions arise

(1)  The bootstrap CI is supposed to be provide a better estimate of the

CI (if one believe such things) than the normal theory CI one usually

calculates either with Z or t.  Situations where it appears that bootstrap CI

does worse or a situation as described by the OP, indicates some

pathological condition.

(2) One has to identify which bootstrap CI is being used because I reckon

that there are probably more than a half dozen versions. 

The following article by DiCiccio and Efron provides more information on

both of these points but there are recent articles that provide additional

perspectives:

DiCiccio, T. J., & Efron, B. (1996). Bootstrap confidence intervals.

Statistical science, 189-212.

This article is available on the Project Euclid website: click on:

http://projecteuclid.org/download/pdf_1/euclid.ss/1032280214

It would probably help if the OP identified which bootstrap CI method

was used.  The methods are listed in the SPSS Algorithms manual.

-Mike Palij

New York University

[hidden email]

On Mon, Nov 20, 2017 at 9:38 PM, Bruce Weaver <[hidden email]> wrote:

I don't think it is uncommon for bootstrapped CIs and p-values to "disagree".
E.g.,

https://stats.stackexchange.com/questions/302928/disagreement-between-p-values-and-confidence-intervals

https://stats.stackexchange.com/questions/29546/p-value-vs-confidence-interval-obtained-in-bootstrapping

HTH.


msherman wrote
> Hi All: I just ran a dependent t-test with bootstrapping. The non
> bootstrap result provides a t test value of 2.971 (10df) with a two tailed
> p value of .014. The bootstrap results from 1000 samples  provides a
> two-tailed p value of .072. So I understand that the bootstrapping might
> be in disagreement with the non bootstrap result. OK. However, when I look
> at the bootstrap 95% CI I find the interval is from 0.3636 to 1.9090. Give
> the bootstrap p value of non-significance I was expected the 95% CI  to
> include 0. But it doesn't.  Any ideas why I am getting such a result.
> Thanks,  martin
>
>
>
>
> Martin F. Sherman, Ph.D.
> Professor of Psychology
> Director of Masters Education: Thesis Track
> Loyola University Maryland
> 4501 North Charles Street
> 222 B Beatty Hall
> Baltimore, MD 21210
>
> 410 617-2417

> msherman@

>
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