Table of Contents:
  • 1. Introduction
  • Traditional parametric statistical inference
  • Bootstrap statistical inference
  • Bootstrapping a regression model
  • Theoretical justification
  • The jackknife
  • Monte Carlo evaluation of the bootstrap
  • 2. Statistical inference using the bootstrap
  • Bias estimation
  • Bootstrap confidence intervals
  • 3. Applications of bootstrap confidence intervals
  • Confidence intervals for statistics with unknown sampling distributions
  • The sample mean from a small sample
  • The difference between two sample medians
  • Inference when traditional distributional assumptions are violated
  • OLS regression with a nonnormal error structure
  • 4. Conclusion
  • Future work
  • Limitation of the bootstrap
  • Concluding remarks.