The bootstrap is
now a vital statistical tool and, due to its power and simplicity, its use is
ubiquitous. Learn more in Dr. Chernick's online course "Bootstrap
Methods" at Statistics.com. For more details please visit http://www.statistics.com/bootstrap/.
"Bootstrap
Methods" covers the basic theory and application of the bootstrap
family of procedures, with the emphasis on applications. After taking this
course, participants will be able to use the bootstrap procedure to assess bias
and variance, test hypotheses, and produce confidence intervals. The
bootstrap is illustrated also for regression and time series procedures. Basic
and improved bootstrap procedures are covered. The software used is
mostly R.
Who Should Take
This Course:
Statisticians and
data analysts who perform statistical inference, or need to assess uncertainty
in their data. Those working with data that does not meet the distributional
requirements of standard statistical procedures or with unusual statistics or
complex estimators will find the course particularly useful.
Course Program:
Course outline: The course
is structured as follows
SESSION
1: Introduction
- Wide range of application
- Historical notes
- Bias estimation
- Efron's patch data example
- Estimating other parameters
of a distribution
SESSION 2: Parameter Estimation
- Bias estimation (continued)
- Error rate estimation
problems
- Confidence intervals and hypothesis test
- Percentile method
confidence intervals
- Higher order bootstrap
confidence intervals
- A 1-1 relationship between
confidence intervals and hypothesis tests
- Problems with bootstrap
confidence intervals for variances
SESSION
3: Regression, Time Series, Which Methods?
- Linear Regression, bootstrap residuals or
vectors
- Non-linear Regression
- A Quasi-optical experiment
- Nonparametric Regression
- Cox Model
- CART
- Bootstrap Bagging
- Time Series Analysis
- Model-based vs block
resampling
- Bootstrap variants
- Bayesian bootstrap
- Smoothed bootstrap
- Parametric bootstrap
- Iterated bootstrap
- Number of repetitions
(replications)
SESSION 4: Special Topics, Bootstrap Failures and Remedies
- Spatial data: kriging
- Subset selection
- Examples of Gong and Gunter
- p-value adjustment
- Process capability indices
- Bioequivalence
- Failure Due to Small Sample Size
- Failure Due to Infinite Moments and Remedy
(introducing m-out-of-n bootstrap)
- Failure Due to Estimating Extremes and
Remedies
Dr. Michael
Chernick and Dr. Robert LaBudde are the coauthors of "Bootstrap Methods
with Applications in R," the course text. Chernick studied with
Bradley Efron in the bootstrap's early days, is a Fellow of the American Statistical
Association, the 1983 winner of the Wolfowitz Prize, and the author of more
than 30 journal articles. LaBudde is
president and founder of Least Cost Formulations, Ltd., a mathematical software
development company specializing in optimization and process control software
for manufacturing companies.
You will be able to ask questions
and exchange comments with Dr. Michael
Chernick and Dr. Robert LaBudde via a private discussion board throughout the
course. The courses take place online at statistics.com in a series
of 4 weekly lessons and assignments, and require about 15 hours/week.
Participate at your own convenience; there are no set times when you must be
online. You have the flexibility to work a bit every day, if that is your
preference, or concentrate your work in just a couple of days.
For Indian participants
statistics.com accepts registration for its courses at special prices in Indian
Rupees through its partner, the Center for eLearning and Training (C-eLT),
Pune.
Call: 020 66009116
Websites: