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What is the bootstrap and when do you use it?

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Answer

  • Bootstrap resamples the data with replacement to approximate the sampling distribution of an estimator.
  • You get standard errors, confidence intervals, and bias estimates without strong parametric assumptions.
  • Use it when analytical formulas are unavailable or unreliable (medians, ratios, complex estimators).
  • Rule of thumb: 1,000-10,000 bootstrap samples.
Check yourself — multiple choice
  • Bootstrap resamples without replacement
  • Bootstrap approximates sampling distributions by resampling with replacement
  • Bootstrap only works for normal data
  • 10 bootstrap samples are usually enough

Sampling with replacement mimics repeated sampling from the population.

#bootstrap#estimation

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