[R] m out of n bootstrap

From: James Shaw <shawjw_at_gmail.com>
Date: Thu, 03 Mar 2011 08:08:38 -0600

Can anyone confirm the formula for the m out of n bootstrap variance estimator? rq.boot applies a deflation factor directly to the bootstrap estimates. Presumably, the SE of the estimate of interest is then taken to be the SD of the deflated estimates. I have read Bickel's and others' papers on this subject but have not seen an explicit formula provided for the m out n variance estimator.

James W. Shaw, Ph.D., Pharm.D., M.P.H.
Assistant Professor
Department of Pharmacy Administration
College of Pharmacy
University of Illinois at Chicago
833 South Wood Street, M/C 871, Room 266
Chicago, IL 60612
Tel.: 312-355-5666
Fax: 312-996-0868
Mobile Tel.: 215-852-3045

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Received on Thu 03 Mar 2011 - 14:23:37 GMT

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